Notes

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-11-30","train",0,0.023868738,0.014486183,0.029214482,0.106284575,0.197325481,0.091040906],["2023-12-14","train",0,0.015457519,0.023991157,0.018919451,0.112480599,0.030573596,-0.081907003],["2023-12-29","train",0,0.0198839,0.025971906,0.024337183,0.039072609,0.002159702,-0.036912906],["2024-01-16","train",3,0.024853439,0.018678885,0.027427705,0.037163771,0.065182411,0.02801864],["2024-01-30","train",1,0.021674012,0.028003873,0.023521859,0.035819539,0.016134098,-0.019685441],["2024-02-13","train",2,0.024228397,0.013865024,0.029636568,0.130419318,0.227474583,0.097055265],["2024-02-28","train",2,0.020411917,0.015298332,0.024968187,0.037855507,0.10257167,0.064716163],["2024-03-13","train",0,0.016075186,0.006875837,0.019675453,0.276993326,0.400821148,0.123827823],["2024-03-27","train",2,0.011757317,0.008971355,0.014381741,0.033483471,0.095724444,0.062240973],["2024-04-11","train",0,0.009707116,0.024801107,0.011881163,0.616911712,0.351496806,-0.265414906],["2024-04-25","train",0,0.016389521,0.030058247,0.020060187,0.227496923,0.094003169,-0.133493754],["2024-05-09","train",0,0.024318004,0.00861607,0.029764368,0.391896177,0.529158874,0.137262697],["2024-05-23","train",2,0.017346202,0.026663153,0.021218155,0.107208635,0.02819437,-0.079014265],["2024-06-07","train",0,0.019443693,0.007346629,0.023798385,0.351122411,0.484078985,0.132956574]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2023-05-11","train",0,0.016089052,0.024299862,0.019692424,0.098003598,0.023733397,-0.074270201],["2023-05-25","train",3,0.018433546,0.03283578,0.020342853,0.20395905,0.135329598,-0.068629451],["2023-06-09","train",0,0.026244545,0.022735662,0.032122384,0.009823931,0.053400922,0.043576992],["2023-06-26","train",2,0.025705008,0.025989694,0.031442782,6.088e-05,0.017040449,0.016979569],["2023-07-11","train",2,0.024747861,0.02651581,0.030271984,0.002436359,0.008400642,0.005964283],["2023-07-25","train",0,0.025436673,0.042265035,0.031133578,0.153810545,0.051865402,-0.101945143],["2023-08-08","train",3,0.033114082,0.013424345,0.036543968,0.308285642,0.36879404,0.060508397],["2023-08-22","train",3,0.025401747,0.023267599,0.028032805,0.003740363,0.016326871,0.012586507],["2023-09-06","train",3,0.020567311,0.010667098,0.022697629,0.175182249,0.225061746,0.049879498],["2023-09-20","train",3,0.016811107,0.022334779,0.018552365,0.044467506,0.018329936,-0.02613757],["2023-10-04","train",3,0.01740826,0.023038185,0.01921137,0.043197123,0.017544548,-0.025652575],["2023-10-18","train",3,0.021659304,0.019222413,0.023902728,0.006848041,0.022108923,0.015260882],["2023-11-01","train",1,0.020486681,0.043328775,0.022233301,0.365930879,0.281597559,-0.08433332],["2023-11-15","train",0,0.03101248,0.010289025,0.037958167,0.435082353,0.576469078,0.141386724]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-10-19","train",3,0.05862,0.065428463,0.064691733,0.006264294,6.4359e-05,-0.006199935],["2022-11-02","train",3,0.05919636,0.123997357,0.065327791,0.355278554,0.257237032,-0.098041522],["2022-11-16","train",0,0.090777598,0.039860178,0.111108534,0.262131838,0.383879655,0.121747817],["2022-12-01","train",0,0.074796941,0.024310954,0.091548782,0.448875992,0.591496829,0.142620838],["2022-12-15","train",2,0.040630031,0.026923164,0.049699313,0.074162418,0.154725123,0.080562705],["2022-12-30","train",0,0.03316174,0.040624708,0.040588784,0.022067888,3.91e-07,-0.022067496],["2023-01-17","train",0,0.035927263,0.023226017,0.043973686,0.08269668,0.166498241,0.083801562],["2023-01-31","train",2,0.031801399,0.023388889,0.038899987,0.042716498,0.109989816,0.067273318],["2023-02-14","train",0,0.025068111,0.036765394,0.030682471,0.083659591,0.017388506,-0.066271085],["2023-03-01","train",1,0.031555249,0.031251222,0.034245534,4.6715e-05,0.004061113,0.004014398],["2023-03-15","train",3,0.033391116,0.020563774,0.036849695,0.100604546,0.141360974,0.040756429],["2023-03-29","train",1,0.026393891,0.011543784,0.028644137,0.264351204,0.311808525,0.047457322],["2023-04-13","train",0,0.018186093,0.020727727,0.022259127,0.008941921,0.00248111,-0.006460811],["2023-04-27","train",2,0.018885861,0.010746705,0.023101491,0.132848795,0.230493295,0.0976445]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Retrieved Sep8 06UTC; date,period,group,f,a,alt,q_f,q_alt,diff [["2022-03-30","train",1,0.122058632,0.043542863,0.132464903,0.38749298,0.441284373,0.053791392],["2022-04-13","train",3,0.054686901,0.039762301,0.060351252,0.045794996,0.076110429,0.030315433],["2022-04-28","train",3,0.049961469,0.069171389,0.05513637,0.059159466,0.027773263,-0.031386203],["2022-05-12","train",3,0.058946783,0.071037592,0.065052364,0.018539827,0.003989655,-0.014550173],["2022-05-26","train",1,0.067209777,0.042537731,0.072939836,0.090337122,0.122432752,0.03209563],["2022-06-10","train",3,0.055789205,0.094303816,0.061567731,0.165418295,0.105324718,-0.060093577],["2022-06-27","train",1,0.068753414,0.034121756,0.074615078,0.196883018,0.239711187,0.042828169],["2022-07-12","train",3,0.059601067,0.019027932,0.065774417,0.461020349,0.529613721,0.068593373],["2022-07-26","train",3,0.032530919,0.015085427,0.035900401,0.232187617,0.287221468,0.055033851],["2022-08-09","train",1,0.021844745,0.016263025,0.023707148,0.039548518,0.062879166,0.023330648],["2022-08-23","train",3,0.018725273,0.031206595,0.020664796,0.155794203,0.097935346,-0.057858856],["2022-09-07","train",3,0.024550458,0.050397534,0.027093341,0.333602694,0.239490406,-0.094112289],["2022-09-21","train",3,0.038366151,0.068032124,0.042340035,0.200428541,0.132556766,-0.067871775],["2022-10-05","train",1,0.055637839,0.056539216,0.060381317,0.000129833,0.002114624,0.001984791]] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Retrieved Sep8 06UTC; [{"s":"EEM","date":"2026-09-04 04:00:00+00:00","S":68.7,"sigma":0.20166026441613863,"rv20":0.18073895070009077,"rv60":0.2924132082263218,"atr":0.9553571428571408,"group":0,"bars":1173,"neg":false,"below":false,"calibrated_sigma":0.223102634151732,"sha256":"087c2a8d49b5b649c3b836b03d03655467bd324e82c3f2c8cb43402dabd90c26","bars_truncated":false,"chain_truncated":false,"first":"2022-01-03T05:00:00Z","last":"2026-09-04T04:00:00Z"}] https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=EEM&timeframe=1Day&start=2022-01-01T00%3A00%3A00Z&end=2026-09-05T00%3A00%3A00Z&feed=sip&adjustment=all&limit=10000

Retrieved Sep8 06UTC; [{"s":"XLE","near":"XLE260916P00078000","far":"XLE260918P00078000","gap":10.97},{"s":"XLE","near":"XLE260916P00074000","far":"XLE260918P00074000","gap":7.600000000000001},{"s":"XLE","near":"XLE260918P00085000","far":"XLE260930P00085000","gap":16.09},{"s":"XLE","near":"XLE260918P00090000","far":"XLE260930P00090000","gap":19.06},{"s":"XLE","near":"XLE260916P00071000","far":"XLE260918P00071000","gap":5.33},{"s":"XLE","near":"XLE260916P00072000","far":"XLE260918P00072000","gap":5.76},{"s":"XLE","near":"XLE260916P00073000","far":"XLE260918P00073000","gap":6.8100000000000005}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"XLE","near":"XLE261002C00051000","far":"XLE261009C00051000","gap":0.15000000000000036},{"s":"XLE","near":"XLE260918C00054000","far":"XLE260925C00054000","gap":0.019999999999999574},{"s":"XLE","near":"XLE260918C00053000","far":"XLE260925C00053000","gap":0.009999999999999787},{"s":"XLE","near":"XLE260916C00055000","far":"XLE260918C00055000","gap":0.040000000000000924},{"s":"XLE","near":"XLE260918C00057000","far":"XLE260925C00057000","gap":0.03000000000000025},{"s":"XLE","near":"XLE260930C00076000","far":"XLE261016C00076000","gap":16.51},{"s":"XLE","near":"XLE260930C00077000","far":"XLE261016C00077000","gap":16.88},{"s":"XLE","near":"XLE260930C00078000","far":"XLE261016C00078000","gap":15.07},{"s":"XLE","near":"XLE260930C00074000","far":"XLE261016C00074000","gap":18.2},{"s":"XLE","near":"XLE260930C00085000","far":"XLE261016C00085000","gap":10.0},{"s":"XLE","near":"XLE260918C00071000","far":"XLE260925C00071000","gap":21.49},{"s":"XLE","near":"XLE260918C00072000","far":"XLE261016C00072000","gap":20.790000000000003},{"s":"XLE","near":"XLE260918C00073000","far":"XLE261016C00073000","gap":19.75},{"s":"XLE","near":"XLE260930C00079000","far":"XLE261016C00079000","gap":14.99},{"s":"XLE","near":"XLE260916P00076000","far":"XLE260918P00076000","gap":9.350000000000001},{"s":"XLE","near":"XLE260916P00077000","far":"XLE260918P00077000","gap":10.020000000000001}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260918P00070000","b":"XLE260918P00071000","monotone_gap":4.2700000000000005,"width_gap":-5.62},{"s":"XLE","a":"XLE260918P00074000","b":"XLE260918P00075000","monotone_gap":-9.26,"width_gap":7.800000000000001},{"s":"XLE","a":"XLE260918P00075000","b":"XLE260918P00076000","monotone_gap":8.530000000000001,"width_gap":-9.989999999999998},{"s":"XLE","a":"XLE260918P00079000","b":"XLE260918P00080000","monotone_gap":-13.519000000000002,"width_gap":12.040000000000001},{"s":"XLE","a":"XLE260918P00080000","b":"XLE260918P00081000","monotone_gap":12.420000000000002,"width_gap":-13.989},{"s":"XLE","a":"XLE260918P00084000","b":"XLE260918P00085000","monotone_gap":-18.17,"width_gap":15.669999999999998},{"s":"XLE","a":"XLE260918P00085000","b":"XLE260918P00086000","monotone_gap":15.989999999999998,"width_gap":-18.55},{"s":"XLE","a":"XLE260918P00089000","b":"XLE260918P00090000","monotone_gap":-21.68,"width_gap":18.869999999999997},{"s":"XLE","a":"XLE260918P00090000","b":"XLE260918P00091000","monotone_gap":18.849999999999998,"width_gap":-21.580000000000002},{"s":"XLE","a":"XLE261016P00077000","b":"XLE261016P00078000","monotone_gap":-1.3499999999999996,"width_gap":0.009999999999999787}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260918C00079000","b":"XLE260918C00080000","monotone_gap":-17.46,"width_gap":14.110000000000001},{"s":"XLE","a":"XLE260918C00080000","b":"XLE260918C00081000","monotone_gap":13.76,"width_gap":-16.54},{"s":"XLE","a":"XLE260918C00084000","b":"XLE260918C00085000","monotone_gap":-13.75,"width_gap":10.64},{"s":"XLE","a":"XLE260918C00085000","b":"XLE260918C00086000","monotone_gap":9.89,"width_gap":-12.63},{"s":"XLE","a":"XLE260918C00089000","b":"XLE260918C00090000","monotone_gap":-9.28,"width_gap":7.879999999999999},{"s":"XLE","a":"XLE260918C00090000","b":"XLE260918C00091000","monotone_gap":6.93,"width_gap":-9.37},{"s":"XLE","a":"XLE261002C00052000","b":"XLE261002C00053000","monotone_gap":-1.42,"width_gap":0.02999999999999936},{"s":"XLE","a":"XLE260930P00070000","b":"XLE260930P00074000","monotone_gap":4.0200000000000005,"width_gap":-8.7},{"s":"XLE","a":"XLE260930P00074000","b":"XLE260930P00075000","monotone_gap":-9.5,"width_gap":7.809999999999999},{"s":"XLE","a":"XLE260930P00075000","b":"XLE260930P00076000","monotone_gap":8.49,"width_gap":-10.11},{"s":"XLE","a":"XLE260930P00079000","b":"XLE260930P00080000","monotone_gap":-13.56,"width_gap":11.709999999999999},{"s":"XLE","a":"XLE260930P00080000","b":"XLE260930P00081000","monotone_gap":12.24,"width_gap":-14.05}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

Retrieved Sep8 06UTC; [{"s":"XLE","a":"XLE260930C00051500","b":"XLE260930C00052000","monotone_gap":-1.1199999999999992,"width_gap":0.10999999999999943},{"s":"XLE","a":"XLE260930C00052500","b":"XLE260930C00055000","monotone_gap":-2.8199999999999985,"width_gap":0.030000000000001137},{"s":"XLE","a":"XLE260930C00070000","b":"XLE260930C00074000","monotone_gap":18.18,"width_gap":-25.41},{"s":"XLE","a":"XLE260930C00074000","b":"XLE260930C00075000","monotone_gap":-21.52,"width_gap":17.279999999999998},{"s":"XLE","a":"XLE260930C00075000","b":"XLE260930C00076000","monotone_gap":16.54,"width_gap":-21.71},{"s":"XLE","a":"XLE260930C00079000","b":"XLE260930C00080000","monotone_gap":-17.4,"width_gap":14.02},{"s":"XLE","a":"XLE260930C00080000","b":"XLE260930C00081000","monotone_gap":12.52,"width_gap":-17.06},{"s":"XLE","a":"XLE260918C00047500","b":"XLE260918C00049000","monotone_gap":-2.34,"width_gap":0.10999999999999943},{"s":"XLE","a":"XLE260918C00054000","b":"XLE260918C00055000","monotone_gap":-1.5600000000000005,"width_gap":0.13000000000000078},{"s":"XLE","a":"XLE260918C00070000","b":"XLE260918C00071000","monotone_gap":21.53,"width_gap":-24.169999999999998},{"s":"XLE","a":"XLE260918C00074000","b":"XLE260918C00075000","monotone_gap":-21,"width_gap":18.599999999999998},{"s":"XLE","a":"XLE260918C00075000","b":"XLE260918C00076000","monotone_gap":17.509999999999998,"width_gap":-20.57}] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260911P00061000",0.03,0.06,0.3397,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.0029999876718700344,0.003202727980491083,0.006628879576018235,0.007003411100046078,0.0003056396682907409,0.0003366513072454453],-0.06169436033170926,{"ap":0.06,"as":345,"ax":"W","bp":0.03,"bs":474,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.978100567Z"},{"delta":-0.0534,"gamma":0.0551,"rho":-0.0003,"theta":-0.0354,"vega":0.0063}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260911P00060500",0.01,0.07,0.3755,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.0007807726668007081,0.0008398798089466801,0.0021533901301882814,0.002290077213883809,4.290026462749537e-05,4.7836741761468736e-05],-0.07195709973537251,{"ap":0.07,"as":397,"ax":"W","bp":0.01,"bs":398,"bx":"W","c":"A","t":"2026-09-04T19:59:59.735907211Z"},{"delta":-0.0442,"gamma":0.0428,"rho":-0.0002,"theta":-0.0337,"vega":0.0054}],["XLE260911C00068500",0.04,0.06,0.4374,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[0.00015567359879583382,0.0001431567740005794,0.0005654493330155532,0.0005271478315727342,3.6803797967786913e-06,3.246876347565102e-06],-0.06199675312365244,{"ap":0.06,"as":238,"ax":"B","bp":0.04,"bs":231,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.976906369Z"},{"delta":0.0481,"gamma":0.0394,"rho":0.0002,"theta":-0.0426,"vega":0.0058}],["XLE260911P00059500",0.03,0.05,0.4623,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[3.2170385154760196e-05,3.5192047133368895e-05,0.00015107792693450073,0.00016272878483704906,3.401933720158333e-07,3.8925987497325674e-07],-0.05199965980662799,{"ap":0.05,"as":540,"ax":"W","bp":0.03,"bs":506,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.569077244Z"},{"delta":-0.0368,"gamma":0.03,"rho":-0.0002,"theta":-0.0358,"vega":0.0047}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260918P00059000",0.04,0.06,0.2903,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.007435802112318483,0.008310792166314751,0.015435851491647697,0.016962686712530668,0.0008892660962311335,0.0010481358113123788],-0.061110733903768866,{"ap":0.06,"as":370,"ax":"W","bp":0.04,"bs":451,"bx":"A","c":"A","t":"2026-09-04T19:59:59.10950349Z"},{"delta":-0.0396,"gamma":0.0278,"rho":-0.0007,"theta":-0.0129,"vega":0.0091}],["XLE261002C00075000",0.03,0.04,0.2907,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.0026534172525644207,0.0021616039438422468,0.0072951157662456394,0.006142383072434423,0.00015600331962793007,0.00011535084271756486],-0.04188464915728244,{"ap":0.04,"as":179,"ax":"Q","bp":0.03,"bs":327,"bx":"W","c":"A","t":"2026-09-04T19:59:59.726288454Z"},{"delta":0.0204,"gamma":0.0103,"rho":0.0008,"theta":-0.005,"vega":0.0081}],["XLE261016P00050000",0.04,0.06,0.3791,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0001211815138639665,0.00016346933884567736,0.0005478535292917904,0.0007030206875155719,1.3692725813273879e-06,2.157527800387593e-06],-0.06199863072741867,{"ap":0.06,"as":260,"ax":"B","bp":0.04,"bs":93,"bx":"S","c":" ","t":"2026-09-04T19:59:59.164003274Z"},{"delta":-0.017,"gamma":0.0054,"rho":-0.0012,"theta":-0.0042,"vega":0.0087}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260916C00072000",0.03,0.07,0.419,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[7.404129606620666e-05,6.414593855630851e-05,0.0003394069816417708,0.00030119789252221305,9.426815245858011e-07,7.604310743968152e-07],-0.07199923956892561,{"ap":0.07,"as":50,"ax":"Q","bp":0.03,"bs":23,"bx":"T","c":" ","t":"2026-09-04T19:59:59.485734463Z"},{"delta":0.0328,"gamma":0.0184,"rho":0.0004,"theta":-0.0184,"vega":0.0069}],["XLE261002P00051000",0.01,0.07,0.4272,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[8.201502690272258e-06,1.0752350800174573e-05,5.8607027817257785e-05,7.326903028581543e-05,2.62870924819194e-08,3.9595316225556363e-08],-0.07199997371290753,{"ap":0.07,"as":36,"ax":"C","bp":0.01,"bs":7,"bx":"T","c":" ","t":"2026-09-04T19:59:59.486487839Z"},{"delta":-0.0154,"gamma":0.0055,"rho":-0.0007,"theta":-0.0056,"vega":0.0064}],["XLE260930P00052000",0.01,0.06,0.4049,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[1.8794355341149297e-05,2.4092744323674682e-05,0.00011698174317264164,0.00014374996752566203,9.473166993162046e-08,1.3833646956252753e-07],-0.06199990526833007,{"ap":0.06,"as":528,"ax":"E","bp":0.01,"bs":193,"bx":"B","c":"A","t":"2026-09-04T19:59:59.224883501Z"},{"delta":-0.015,"gamma":0.0059,"rho":-0.0006,"theta":-0.0054,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260925P00056000",0.01,0.06,0.316,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.0013048161075058186,0.001547828469156888,0.0037865367571333964,0.004367033172223251,6.0504261069237045e-05,7.801709140635438e-05],-0.06193949573893076,{"ap":0.06,"as":492,"ax":"E","bp":0.01,"bs":383,"bx":"W","c":"A","t":"2026-09-04T19:59:59.106973842Z"},{"delta":-0.0212,"gamma":0.0116,"rho":-0.0006,"theta":-0.0064,"vega":0.007}],["XLE261009P00050000",0.03,0.05,0.405,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.08557684995056658,[2.0005831037213002e-05,2.6907353028818698e-05,0.00012673470192828832,0.00016181829307181125,9.841474856959714e-08,1.5421083724497526e-07],-0.05199990158525143,{"ap":0.05,"as":42,"ax":"S","bp":0.03,"bs":7,"bx":"U","c":"A","t":"2026-09-04T19:59:59.510869328Z"},{"delta":-0.0144,"gamma":0.0048,"rho":-0.0008,"theta":-0.0044,"vega":0.0068}],["XLE260918P00056000",0.04,0.05,0.4271,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[3.5778583335206957e-05,4.2046277710960534e-05,0.00018043800549427146,0.00020642663170295284,2.9824500461743333e-07,3.8082394329249287e-07],-0.05199970175499539,{"ap":0.05,"as":346,"ax":"W","bp":0.04,"bs":400,"bx":"W","c":"A","t":"2026-09-04T19:59:59.172388255Z"},{"delta":-0.0256,"gamma":0.0132,"rho":-0.0005,"theta":-0.0133,"vega":0.0063}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE261002P00055000",0.05,0.08,0.3289,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.00233192009350914,0.0028344277653409656,0.006222248975197645,0.007326545606102074,0.0001316556201547076,0.00017605302166830462],-0.08186834437984529,{"ap":0.08,"as":434,"ax":"A","bp":0.05,"bs":163,"bx":"B","c":"A","t":"2026-09-04T19:59:59.510829231Z"},{"delta":-0.0301,"gamma":0.0126,"rho":-0.0013,"theta":-0.0075,"vega":0.0112}],["XLE261016C00079000",0.06,0.08,0.325,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.001992866289725651,0.0015235621508259039,0.00594593107052535,0.004746768492953417,8.574083969189409e-05,5.758178699808305e-05],-0.08194241821300192,{"ap":0.08,"as":340,"ax":"Q","bp":0.06,"bs":738,"bx":"W","c":"A","t":"2026-09-04T19:59:59.449844994Z"},{"delta":0.0281,"gamma":0.0096,"rho":0.0018,"theta":-0.0059,"vega":0.0133}],["XLE260918C00070000",0.03,0.08,0.3038,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.005672958496160404,0.005033644810663975,0.0124663242192786,0.011263372512054934,0.0005853244139550761,0.0004911934764863756],-0.08150880652351362,{"ap":0.08,"as":5,"ax":"N","bp":0.03,"bs":189,"bx":"W","c":"A","t":"2026-09-04T19:59:59.174393248Z"},{"delta":0.0427,"gamma":0.0282,"rho":0.0007,"theta":-0.0149,"vega":0.0096}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE261016C00080000",0.04,0.08,0.3331,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0010457613761043034,0.0007902566167562128,0.0034443219950216993,0.0027232293974282337,3.269914085325364e-05,2.154759349016685e-05],-0.08197845240650983,{"ap":0.08,"as":625,"ax":"W","bp":0.04,"bs":358,"bx":"W","c":"A","t":"2026-09-04T19:59:59.279728922Z"},{"delta":0.024,"gamma":0.0082,"rho":0.0015,"theta":-0.0053,"vega":0.0117}],["XLE260918P00057500",0.04,0.07,0.3689,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.0006658233444039598,0.0007631700737579472,0.0020862109069980715,0.002338019385053828,2.5890032521326714e-05,3.171052900052044e-05],-0.07197410996747867,{"ap":0.07,"as":381,"ax":"W","bp":0.04,"bs":373,"bx":"W","c":"A","t":"2026-09-04T19:59:59.498244353Z"},{"delta":-0.0348,"gamma":0.0197,"rho":-0.0006,"theta":-0.0148,"vega":0.0082}],["XLE260916C00069000",0.04,0.08,0.3001,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[0.00820335006613147,0.007404912613266351,0.016786547920389812,0.015387427120325946,0.0010524237994730715,0.0009060238407927342],-0.08109397615920727,{"ap":0.08,"as":98,"ax":"B","bp":0.04,"bs":66,"bx":"C","c":" ","t":"2026-09-04T19:59:59.060070827Z"},{"delta":0.0511,"gamma":0.0369,"rho":0.0007,"theta":-0.019,"vega":0.01}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260930C00080000",0.03,0.05,0.4151,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[1.1136389180014964e-05,8.543951681837805e-06,7.216757122023279e-05,5.781223004471571e-05,3.43695295288205e-08,2.2989137674224967e-08],-0.05199997701086233,{"ap":0.05,"as":614,"ax":"E","bp":0.03,"bs":58,"bx":"W","c":"A","t":"2026-09-04T19:59:59.119517412Z"},{"delta":0.0175,"gamma":0.0066,"rho":0.0007,"theta":-0.0065,"vega":0.0068}],["XLE261002P00054500",0.04,0.06,0.3302,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.001303001182692305,0.0015976084875159913,0.003827407647183205,0.0045385375679343355,5.4703521031301154e-05,7.43134633431809e-05],-0.061945296478968695,{"ap":0.06,"as":207,"ax":"A","bp":0.04,"bs":166,"bx":"B","c":" ","t":"2026-09-04T19:59:59.08434356Z"},{"delta":-0.0238,"gamma":0.0104,"rho":-0.001,"theta":-0.0062,"vega":0.0092}],["XLE261016C00078000",0.06,0.08,0.3083,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.003719069199179199,0.0028782288645906565,0.010073271965185811,0.008119798462891483,0.00023021081158086743,0.00015781084694635312],-0.08184218915305365,{"ap":0.08,"as":240,"ax":"E","bp":0.06,"bs":150,"bx":"B","c":"A","t":"2026-09-04T19:59:59.22529423Z"},{"delta":0.0294,"gamma":0.0105,"rho":0.0019,"theta":-0.0058,"vega":0.0138}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260930P00052500",0.01,0.03,0.3599,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06093619286637767,[4.3865759515709956e-05,5.567839918917315e-05,0.00022982200619656602,0.0002802578742039801,3.3900454204208527e-07,4.865528938972188e-07],-0.03199966099545796,{"ap":0.03,"as":859,"ax":"A","bp":0.01,"bs":362,"bx":"W","c":"A","t":"2026-09-04T19:59:59.519996017Z"},{"delta":-0.0101,"gamma":0.0048,"rho":-0.0004,"theta":-0.0034,"vega":0.0042}],["XLE261016P00048000",0.03,0.07,0.4321,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[8.292467539892926e-06,1.1662995565236154e-05,5.8774008241114093e-05,7.791118883160151e-05,2.1463268536050294e-08,3.6052598358517934e-08],-0.07199997853673147,{"ap":0.07,"as":117,"ax":"B","bp":0.03,"bs":33,"bx":"B","c":" ","t":"2026-09-04T19:59:59.500013501Z"},{"delta":-0.0151,"gamma":0.0043,"rho":-0.0011,"theta":-0.0044,"vega":0.0079}],["XLE261002C00080000",0.03,0.04,0.3898,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[2.6718075485065532e-05,2.045652983084678e-05,0.00015018579659632214,0.00012008363649994139,1.3018719205303173e-07,8.695957123545753e-08],-0.041999913040428764,{"ap":0.04,"as":361,"ax":"A","bp":0.03,"bs":13,"bx":"T","c":"A","t":"2026-09-04T19:59:59.471796928Z"},{"delta":0.0158,"gamma":0.0062,"rho":0.0006,"theta":-0.0054,"vega":0.0065}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE261016P00049000",0.01,0.03,0.3578,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[3.373068650221963e-05,4.644428349428444e-05,0.00018378740666938478,0.00023998883552204387,1.980544462040974e-07,3.21760881844517e-07],-0.031999801945553796,{"ap":0.03,"as":328,"ax":"A","bp":0.01,"bs":187,"bx":"B","c":"A","t":"2026-09-04T19:59:59.993295009Z"},{"delta":-0.0079,"gamma":0.0029,"rho":-0.0005,"theta":-0.0021,"vega":0.0045}],["XLE260914P00060000",0.01,0.05,0.282,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.005215550889169563,0.005695435819185469,0.011210831584507593,0.012077688269165329,0.0006083980762079473,0.0006926569364936728],-0.05139160192379206,{"ap":0.05,"as":183,"ax":"A","bp":0.01,"bs":419,"bx":"W","c":"A","t":"2026-09-04T19:59:59.420940494Z"},{"delta":-0.0326,"gamma":0.0315,"rho":-0.0003,"theta":-0.0139,"vega":0.006}],["XLE260925C00075000",0.04,0.06,0.3665,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.000318342798545853,0.00026171224685920115,0.001183467742395339,0.0010044047398948734,6.5986112545649136e-06,4.922221736949014e-06],-0.061995077778263054,{"ap":0.06,"as":50,"ax":"P","bp":0.04,"bs":31,"bx":"T","c":" ","t":"2026-09-04T19:59:59.464848748Z"},{"delta":0.0266,"gamma":0.0122,"rho":0.0008,"theta":-0.0093,"vega":0.0085}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260925P00055500",0.04,0.05,0.3474,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.0006529239809770005,0.0007809237293169423,0.002102895480339738,0.0024420159792485595,2.1420042106179205e-05,2.8026534560486824e-05],-0.051978579957893824,{"ap":0.05,"as":446,"ax":"E","bp":0.04,"bs":154,"bx":"B","c":"A","t":"2026-09-04T19:59:59.499415983Z"},{"delta":-0.0243,"gamma":0.0119,"rho":-0.0007,"theta":-0.0079,"vega":0.0079}],["XLE260925P00053000",0.01,0.02,0.3771,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[9.935444395151485e-06,1.2433824930969938e-05,6.464653961780036e-05,7.793288596119644e-05,3.537263922996455e-08,4.984140653701792e-08],-0.02199996462736077,{"ap":0.02,"as":51,"ax":"C","bp":0.01,"bs":44,"bx":"C","c":" ","t":"2026-09-04T19:59:59.982997143Z"},{"delta":-0.0084,"gamma":0.0044,"rho":-0.0003,"theta":-0.0035,"vega":0.0032}],["XLE260918P00057000",0.05,0.06,0.3932,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.028081983420792454,[0.0002749069185695508,0.0003175089245160735,0.0009812074388757554,0.0011066232074425336,6.553007907138142e-06,8.13617427403084e-06],-0.06199344699209286,{"ap":0.06,"as":350,"ax":"W","bp":0.05,"bs":3005,"bx":"N","c":"B","t":"2026-09-04T19:59:59.172388255Z"},{"delta":-0.0329,"gamma":0.0176,"rho":-0.0006,"theta":-0.0151,"vega":0.0078}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260914C00070000",0.01,0.03,0.3321,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.00039607242391726454,0.00035397994551399607,0.0013107143020976376,0.0011930051515628597,1.2352537589307398e-05,1.0446524129795456e-05],-0.0319895534758702,{"ap":0.03,"as":774,"ax":"W","bp":0.01,"bs":617,"bx":"W","c":"A","t":"2026-09-04T19:59:58.93022192Z"},{"delta":0.0202,"gamma":0.0179,"rho":0.0002,"theta":-0.0112,"vega":0.004}],["XLE260914C00069000",0.01,0.04,0.2963,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.01713058027226405,[0.002426607517126381,0.002199872772300885,0.005889283448392286,0.005420439771209885,0.0001827646166680826,0.00015808930754510587],-0.041841910692454895,{"ap":0.04,"as":148,"ax":"C","bp":0.01,"bs":5,"bx":"B","c":" ","t":"2026-09-04T19:59:59.990205763Z"},{"delta":0.0272,"gamma":0.0258,"rho":0.0003,"theta":-0.0129,"vega":0.0052}],["XLE260916P00059000",0.01,0.08,0.3176,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.022606281846528253,[0.0029483049951141327,0.0032853528014824265,0.007131133632834189,0.007807376587221692,0.0002447001451804323,0.0002872206013676895],-0.08175529985481957,{"ap":0.08,"as":344,"ax":"S","bp":0.01,"bs":162,"bx":"P","c":" ","t":"2026-09-04T19:59:59.064101378Z"},{"delta":-0.0368,"gamma":0.0268,"rho":-0.0005,"theta":-0.015,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260925P00054500",0.01,0.07,0.377,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[0.00013557832016519313,0.00016507483688659778,0.0005764568972610515,0.0006790698477734834,2.122212794729776e-06,2.85651760878954e-06],-0.07199787778720527,{"ap":0.07,"as":601,"ax":"E","bp":0.01,"bs":329,"bx":"Q","c":"A","t":"2026-09-04T19:59:59.499436571Z"},{"delta":-0.0203,"gamma":0.0094,"rho":-0.0006,"theta":-0.0074,"vega":0.0068}],["XLE261002P00054000",0.04,0.08,0.3565,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.06641189444064187,[0.000705092095471345,0.0008721808030429605,0.0022939937850298218,0.002739831566450418,2.2358065943370747e-05,3.077281472486071e-05],-0.08197764193405663,{"ap":0.08,"as":35,"ax":"S","bp":0.04,"bs":25,"bx":"T","c":" ","t":"2026-09-04T19:59:59.446696402Z"},{"delta":-0.0261,"gamma":0.0104,"rho":-0.0011,"theta":-0.0072,"vega":0.01}],["XLE261016P00051000",0.01,0.06,0.3349,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.10474180546049129,[0.0003857316262125611,0.0005102389277612304,0.0014380777509295263,0.0018157954458864495,7.78816398077507e-06,1.1902951960085061e-05],-0.061992211836019225,{"ap":0.06,"as":13,"ax":"T","bp":0.01,"bs":23,"bx":"U","c":" ","t":"2026-09-04T19:59:59.500460459Z"},{"delta":-0.0139,"gamma":0.0051,"rho":-0.001,"theta":-0.0031,"vega":0.0073}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

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 [["XLE260911C00069000",0.04,0.05,0.4657,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.008917027910867747,[3.713370627300609e-05,3.390875876157975e-05,0.0001667356600673326,0.00015452090948478743,3.850153008114383e-07,3.356824659256206e-07],-0.051999664317534076,{"ap":0.05,"as":479,"ax":"W","bp":0.04,"bs":268,"bx":"W","c":"A","t":"2026-09-04T19:59:59.226740159Z"},{"delta":0.0416,"gamma":0.0329,"rho":0.0002,"theta":-0.0403,"vega":0.0052}],["XLE260925P00054000",0.03,0.07,0.4094,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.047246938930717165,[6.023075864563065e-05,7.405958830354348e-05,0.00028138629102458253,0.0003340014145390838,5.545603718634893e-07,7.587699293292387e-07],-0.07199944543962815,{"ap":0.07,"as":138,"ax":"S","bp":0.03,"bs":60,"bx":"B","c":" ","t":"2026-09-04T19:59:59.476626452Z"},{"delta":-0.0229,"gamma":0.0096,"rho":-0.0007,"theta":-0.0089,"vega":0.0075}],["XLE261009P00053000",0.01,0.07,0.322,64.06,0.21401945770079178,0.23677597027364897,1.1292500000000005,0.08557684995056658,[0.0009823582726012233,0.001246574062019846,0.0031323149470585576,0.0038206676528388093,3.4578121945164226e-05,4.933927128074894e-05],-0.07196542187805484,{"ap":0.07,"as":208,"ax":"M","bp":0.01,"bs":117,"bx":"B","c":" ","t":"2026-09-04T19:59:59.084510713Z"},{"delta":-0.0178,"gamma":0.0073,"rho":-0.001,"theta":-0.0041,"vega":0.0082}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLE?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000