Notes

RunSep8 06:03UTC. {"symbol":"XRP/USD","bars":616,"returnPct":6.068910649079795,"buyAndHoldPct":-40.347631544981276,"maxDrawdownPct":10.262294314350036,"winRate":43.47826086956522,"avgTradePct":0.32340718554223385,"N":23}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

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 [["XLF260930P00042000",0.01,0.03,0.5608,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[8.984634810055514e-33,2.665533779916553e-32,2.4101523649030313e-26,5.904952479836904e-26,0.0,0.0],-0.032,{"ap":0.03,"as":52,"ax":"U","bp":0.01,"bs":28,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70057639Z"},{"delta":-0.0073,"gamma":0.0025,"rho":-0.0003,"theta":-0.0036,"vega":0.0029}],["XLF261002P00047000",0.03,0.07,0.4216,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[3.9537286911438947e-13,8.195392741796874e-13,5.37729388915857e-11,9.800980144945107e-11,5.077288841341077e-20,1.573416265344246e-19],-0.07200000000000001,{"ap":0.07,"as":212,"ax":"C","bp":0.03,"bs":94,"bx":"U","c":"A","t":"2026-09-04T19:59:58.701988292Z"},{"delta":-0.0208,"gamma":0.008,"rho":-0.0008,"theta":-0.0064,"vega":0.0075}],["XLF261009P00049000",0.04,0.06,0.3097,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.6643126798803937e-07,3.055283604044594e-07,2.149879331361007e-06,3.553239360564838e-06,8.591155799049808e-11,2.1657533800498676e-10],-0.061999999914088444,{"ap":0.06,"as":50,"ax":"U","bp":0.04,"bs":103,"bx":"S","c":" ","t":"2026-09-04T19:59:59.851878268Z"},{"delta":-0.0245,"gamma":0.011,"rho":-0.0013,"theta":-0.0047,"vega":0.0097}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RunSep8 06:03UTC. {"symbol":"SOL/USD","bars":616,"returnPct":27.847626095701706,"buyAndHoldPct":-46.97600445421668,"maxDrawdownPct":13.538011127419344,"winRate":45.45454545454545,"avgTradePct":0.8065668568771542,"N":33}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

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 [["XLF260918P00051000",0.03,0.05,0.4147,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[4.7479475536715154e-12,7.458960359275293e-12,3.959039592817125e-10,5.738314757247479e-10,5.129550346073758e-18,1.0290702509501306e-17],-0.052,{"ap":0.05,"as":206,"ax":"Q","bp":0.03,"bs":255,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.4043156Z"},{"delta":-0.0258,"gamma":0.0151,"rho":-0.0004,"theta":-0.0118,"vega":0.0058}],["XLF260911C00061000",0.03,0.04,0.322,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[1.9092831322576957e-06,1.6007715847686437e-06,1.2481663755615458e-05,1.07709444034091e-05,5.688415664003332e-09,4.3515916218809145e-09],-0.04199999564840838,{"ap":0.04,"as":257,"ax":"Q","bp":0.03,"bs":215,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684101722Z"},{"delta":0.0499,"gamma":0.0608,"rho":0.0002,"theta":-0.0294,"vega":0.0054}],["XLF260918C00061000",0.02,0.08,0.1881,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[0.004142721196902678,0.003383749251277324,0.008886613307134498,0.007492233892464569,0.0005203726367511537,0.0003874528563032235],-0.08161254714369678,{"ap":0.08,"as":285,"ax":"C","bp":0.02,"bs":432,"bx":"D","c":"A","t":"2026-09-04T19:59:59.136648187Z"},{"delta":0.0642,"gamma":0.0695,"rho":0.001,"theta":-0.0117,"vega":0.0121}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RunSep8 06:03UTC. {"symbol":"ETH/USD","bars":616,"returnPct":-20.731098283711347,"buyAndHoldPct":-26.313753589990608,"maxDrawdownPct":28.498494030702222,"winRate":24.324324324324326,"avgTradePct":-0.5810631826962365,"N":37}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

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 [["XLF260925P00052500",0.01,0.08,0.2651,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[1.5843064261712295e-05,2.3011302595237286e-05,8.899620406945861e-05,0.00012113584196881094,1.0430078865806558e-07,1.836423723926883e-07],-0.08199989569921134,{"ap":0.08,"as":167,"ax":"C","bp":0.01,"bs":176,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684144262Z"},{"delta":-0.0337,"gamma":0.0225,"rho":-0.0009,"theta":-0.0071,"vega":0.0094}],["XLF260930P00049000",0.04,0.07,0.3717,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[8.951539975163407e-10,1.6196008567456675e-09,2.6807979313306903e-08,4.383493900143384e-08,2.0219174581182835e-14,5.03712653909971e-14],-0.07199999999997979,{"ap":0.07,"as":424,"ax":"E","bp":0.04,"bs":60,"bx":"W","c":"A","t":"2026-09-04T19:59:58.213560777Z"},{"delta":-0.0264,"gamma":0.0115,"rho":-0.001,"theta":-0.0072,"vega":0.0087}],["XLF260930C00062000",0.03,0.06,0.1535,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[0.01284200839810718,0.00972763952209146,0.0240219865269269,0.01896270267299074,0.0021532146669981547,0.0014372033716186794],-0.06056279662838132,{"ap":0.06,"as":272,"ax":"I","bp":0.03,"bs":203,"bx":"D","c":" ","t":"2026-09-04T19:59:59.166454374Z"},{"delta":0.0499,"gamma":0.047,"rho":0.0017,"theta":-0.0054,"vega":0.0147}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000

RunSep8 06:03UTC. {"symbol":"BTC/USD","bars":616,"returnPct":2.3667757522806143,"buyAndHoldPct":-16.890988854864208,"maxDrawdownPct":8.47651278676784,"winRate":30,"avgTradePct":0.0882968962127237,"N":40}. Sourceaudit: engine sameclose entry, nofees/slippage, includescurrentpartialdailybar, barsfetchignoresnext_page_token; noholdout. Do nottrustorexecute; independentcustomcostedtestseparate. https://runway.adityaperswal.workers.dev/data/crypto-bars ; /app/agent/dist/backtest.js

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 [["XLF261016P00038000",0.01,0.06,0.5846,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.2184930044700528e-32,5.067511649814577e-32,2.7321696782465786e-26,8.846812957325479e-26,0.0,0.0],-0.062,{"ap":0.06,"as":123,"ax":"E","bp":0.01,"bs":47,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.009,"gamma":0.0022,"rho":-0.0006,"theta":-0.0034,"vega":0.0045}],["XLF260916P00050000",0.03,0.07,0.5414,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[9.717545098768027e-19,1.617526481601021e-18,1.6513822605281578e-15,2.5087215138500987e-15,1.7332741695531985e-29,3.823007357592202e-29],-0.07200000000000001,{"ap":0.07,"as":56,"ax":"U","bp":0.03,"bs":15,"bx":"U","c":" ","t":"2026-09-04T19:59:59.620735812Z"},{"delta":-0.0273,"gamma":0.0135,"rho":-0.0004,"theta":-0.0182,"vega":0.0054}],["XLF260915P00053000",0.01,0.07,0.3699,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[4.561328387013296e-09,6.289323575261006e-09,9.643837895700943e-08,1.2582357948571136e-07,3.139136241811772e-13,5.148640825875293e-13],-0.07199999999968609,{"ap":0.07,"as":231,"ax":"C","bp":0.01,"bs":54,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700348962Z"},{"delta":-0.0335,"gamma":0.0251,"rho":-0.0004,"theta":-0.0157,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260925C00062500",0.03,0.07,0.1975,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0018392183368552517,0.0013768511212334839,0.004604776662136696,0.003609340914846646,0.00013410882128108114,8.750574021825641e-05],-0.07191249425978175,{"ap":0.07,"as":202,"ax":"C","bp":0.03,"bs":240,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684175518Z"},{"delta":0.0492,"gamma":0.0411,"rho":0.0013,"theta":-0.0077,"vega":0.0128}],["XLF260918P00054000",0.05,0.07,0.2795,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.937491232327668e-05,5.163769280654641e-05,0.00017413108196817856,0.000218349019099106,4.5671278041766474e-07,6.890780782712158e-07],-0.0719995432872196,{"ap":0.07,"as":448,"ax":"A","bp":0.05,"bs":412,"bx":"I","c":" ","t":"2026-09-04T19:59:59.407643688Z"},{"delta":-0.0521,"gamma":0.0397,"rho":-0.0008,"theta":-0.0141,"vega":0.0103}],["XLF260911P00055000",0.01,0.05,0.35,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[8.726430066748725e-08,1.0597787343927689e-07,1.0122143464078652e-06,1.1901175407354998e-06,5.39057794648008e-11,7.256046710367509e-11],-0.05199999994609422,{"ap":0.05,"as":187,"ax":"Q","bp":0.01,"bs":348,"bx":"W","c":"A","t":"2026-09-04T19:59:58.683989027Z"},{"delta":-0.0399,"gamma":0.0466,"rho":-0.0002,"theta":-0.0262,"vega":0.0045}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260930P00045000",0.01,0.02,0.4377,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.2755738720679225e-20,1.2561828213972591e-19,1.6882586528825646e-16,3.4453450378651295e-16,8.663443156899962e-32,3.3105245197791884e-31],-0.022,{"ap":0.02,"as":563,"ax":"E","bp":0.01,"bs":268,"bx":"W","c":"A","t":"2026-09-04T19:59:58.674860733Z"},{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0028,"vega":0.0028}],["XLF260925P00047000",0.03,0.06,0.4912,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[6.703663427922843e-18,1.3807763892188134e-17,8.538972127188168e-15,1.5436009843224252e-14,5.277005581450718e-28,1.6073083798590661e-27],-0.062,{"ap":0.06,"as":205,"ax":"C","bp":0.03,"bs":47,"bx":"P","c":" ","t":"2026-09-04T19:59:58.70054444Z"},{"delta":-0.0193,"gamma":0.0076,"rho":-0.0005,"theta":-0.0084,"vega":0.0059}],["XLF260925P00051000",0.03,0.07,0.332,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[6.76408882467876e-08,1.0718764469612321e-07,9.463246871857603e-07,1.3849730783418943e-06,2.319013678141229e-11,4.689733574547261e-11],-0.07199999997680988,{"ap":0.07,"as":101,"ax":"C","bp":0.03,"bs":137,"bx":"U","c":"A","t":"2026-09-04T19:59:59.629511542Z"},{"delta":-0.0302,"gamma":0.0164,"rho":-0.0008,"theta":-0.0082,"vega":0.0086}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260930P00043000",0.01,0.02,0.5064,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[7.844149283191372e-28,2.1560785334102024e-27,1.5491546283648668e-22,3.549041029346635e-22,2.6132708263141332e-48,1.261661006724131e-47],-0.022,{"ap":0.02,"as":52,"ax":"U","bp":0.01,"bs":12,"bx":"U","c":" ","t":"2026-09-04T19:59:58.700594976Z"},{"delta":-0.0062,"gamma":0.0024,"rho":-0.0002,"theta":-0.0028,"vega":0.0025}],["XLF261009P00050000",0.01,0.07,0.2688,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[3.3121461123269827e-06,5.6964176960581836e-06,2.3862263439975136e-05,3.739581494606691e-05,7.391671445444127e-09,1.6946022392466435e-08],-0.07199999260832857,{"ap":0.07,"as":152,"ax":"C","bp":0.01,"bs":226,"bx":"E","c":"A","t":"2026-09-04T19:59:58.675057551Z"},{"delta":-0.0229,"gamma":0.0119,"rho":-0.0012,"theta":-0.0038,"vega":0.0092}],["XLF260925P00045000",0.01,0.05,0.5438,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[9.612035470055795e-26,2.272646628703033e-25,5.692225057538663e-21,1.1517757710215615e-20,3.022847523915491e-43,1.1482769902141083e-42],-0.052000000000000005,{"ap":0.05,"as":54,"ax":"U","bp":0.01,"bs":26,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700553842Z"},{"delta":-0.0122,"gamma":0.0047,"rho":-0.0003,"theta":-0.0063,"vega":0.004}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260917P00050000",0.01,0.07,0.4921,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[7.786159587005674e-17,1.297073684714409e-16,4.6706008361742054e-14,7.106052654237595e-14,4.276487656706666e-26,9.415985705361703e-26],-0.07200000000000001,{"ap":0.07,"as":31,"ax":"U","bp":0.01,"bs":3,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.646111151Z"},{"delta":-0.0232,"gamma":0.0122,"rho":-0.0003,"theta":-0.0136,"vega":0.005}],["XLF260925C00064000",0.01,0.02,0.2046,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[6.700824299879057e-05,4.6763942831972745e-05,0.0002963261252079723,0.00021961353395381678,9.356040217962614e-07,5.458065064834846e-07],-0.021999454193493514,{"ap":0.02,"as":294,"ax":"E","bp":0.01,"bs":171,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.6747471Z"},{"delta":0.0165,"gamma":0.0161,"rho":0.0004,"theta":-0.0032,"vega":0.0052}],["XLF260911P00056500",0.02,0.04,0.2049,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[0.0015645206882416596,0.0017534778991658403,0.0034851634116494297,0.003835370652909043,0.00015809032857703887,0.0001870873686852535],-0.04184190967142296,{"ap":0.04,"as":196,"ax":"W","bp":0.02,"bs":188,"bx":"W","c":" ","t":"2026-09-04T19:59:59.903355394Z"},{"delta":-0.0635,"gamma":0.1153,"rho":-0.0003,"theta":-0.0221,"vega":0.0066}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261009C00064000",0.03,0.05,0.1744,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[0.003049276138514088,0.0020725835204189087,0.007521852454882744,0.0054390565487666635,0.00025000747311669025,0.00014173641600239196],-0.051858263583997616,{"ap":0.05,"as":69,"ax":"U","bp":0.03,"bs":53,"bx":"C","c":" ","t":"2026-09-04T19:59:59.852946735Z"},{"delta":0.0349,"gamma":0.0261,"rho":0.0017,"theta":-0.0039,"vega":0.013}],["XLF261016C00075000",0.03,0.05,0.3583,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.848678969836571e-11,7.686710254114657e-12,1.3351424792624211e-09,6.471644883115623e-10,2.3229436153111226e-17,6.0220269102915436e-18],-0.052,{"ap":0.05,"as":41,"ax":"U","bp":0.03,"bs":22,"bx":"D","c":" ","t":"2026-09-04T19:59:58.700816661Z"},{"delta":0.0172,"gamma":0.0063,"rho":0.001,"theta":-0.0039,"vega":0.008}],["XLF260915P00052000",0.03,0.07,0.4498,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.7810168444539664e-12,4.072930623447404e-12,2.368543532157737e-10,3.242166281540493e-10,2.3231737512660052e-18,4.1818500203084465e-18],-0.07200000000000001,{"ap":0.07,"as":110,"ax":"C","bp":0.03,"bs":26,"bx":"C","c":" ","t":"2026-09-04T19:59:59.489061162Z"},{"delta":-0.0342,"gamma":0.021,"rho":-0.0004,"theta":-0.0194,"vega":0.0061}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261016P00045000",0.01,0.08,0.3887,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[3.3823951413486252e-12,8.148013220758546e-12,3.139807841746043e-10,6.473579763752344e-10,1.8927785340501014e-18,7.352840151652055e-18],-0.082,{"ap":0.08,"as":69,"ax":"U","bp":0.01,"bs":71,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00327059Z"},{"delta":-0.0165,"gamma":0.0056,"rho":-0.001,"theta":-0.0038,"vega":0.0077}],["XLF260918C00064000",0.01,0.05,0.2984,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[3.1321209114832145e-07,2.220208449433206e-07,3.205184189746116e-06,2.4080173036250754e-06,2.4011824197076237e-10,1.41949811998347e-10],-0.05199999985805019,{"ap":0.05,"as":72,"ax":"P","bp":0.01,"bs":35,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700469918Z"},{"delta":0.0277,"gamma":0.0222,"rho":0.0004,"theta":-0.0093,"vega":0.0061}],["XLF260918P00052000",0.03,0.06,0.37,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[2.8684236500434057e-09,4.235512754574495e-09,7.080307893372778e-08,9.747367120938713e-08,1.8285894038667783e-13,3.313151524929156e-13],-0.06199999999981714,{"ap":0.06,"as":764,"ax":"E","bp":0.03,"bs":555,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674668623Z"},{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0125,"vega":0.0068}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261009P00047000",0.01,0.08,0.366,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.420597757316969e-10,2.967941673529812e-10,6.531189977256418e-09,1.196298093462287e-08,9.978327469041033e-16,3.09195677399253e-15],-0.081999999999999,{"ap":0.08,"as":45,"ax":"C","bp":0.01,"bs":89,"bx":"S","c":"A","t":"2026-09-04T19:59:59.515068217Z"},{"delta":-0.0192,"gamma":0.0075,"rho":-0.001,"theta":-0.0045,"vega":0.0079}],["XLF261009P00040000",0.03,0.06,0.5967,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.1110653764590091e-30,3.8874330013807325e-30,1.061555389801441e-24,2.971588640120341e-24,0.0,0.0],-0.062,{"ap":0.06,"as":51,"ax":"U","bp":0.03,"bs":16,"bx":"P","c":" ","t":"2026-09-04T19:59:59.592098088Z"},{"delta":-0.0122,"gamma":0.0031,"rho":-0.0006,"theta":-0.0051,"vega":0.0053}],["XLF260915C00060000",0.06,0.08,0.1787,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[0.01394256194540119,0.012052499815973906,0.023818744189452627,0.021034775422609155,0.00323005336390611,0.0026204938806240236],-0.07937950611937598,{"ap":0.08,"as":414,"ax":"E","bp":0.06,"bs":208,"bx":"E","c":"A","t":"2026-09-04T19:59:59.323405845Z"},{"delta":0.1032,"gamma":0.1249,"rho":0.0011,"theta":-0.019,"vega":0.0145}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260917P00052000",0.01,0.08,0.3898,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[4.598543432222023e-10,6.761555370954506e-10,1.6244773686778044e-08,2.233386062057613e-08,9.086896733908743e-15,1.643228500403115e-14],-0.08199999999999091,{"ap":0.08,"as":64,"ax":"C","bp":0.01,"bs":51,"bx":"C","c":" ","t":"2026-09-04T19:59:58.700413519Z"},{"delta":-0.0317,"gamma":0.02,"rho":-0.0005,"theta":-0.0139,"vega":0.0065}],["XLF261002C00063000",0.04,0.05,0.1758,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.003988936255381709,0.002874792725523874,0.009127520075576108,0.006927099236547822,0.0003881130355937207,0.00023987802223308534],-0.05176012197776692,{"ap":0.05,"as":221,"ax":"C","bp":0.04,"bs":192,"bx":"C","c":"A","t":"2026-09-04T19:59:58.684230999Z"},{"delta":0.0428,"gamma":0.0348,"rho":0.0016,"theta":-0.0052,"vega":0.0136}],["XLF260914C00061000",0.03,0.07,0.2443,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[0.00035646484640651266,0.000295176164472614,0.001076522409035978,0.0009191308073192291,1.4432500404523567e-05,1.0897291322521247e-05],-0.07198910270867749,{"ap":0.07,"as":222,"ax":"C","bp":0.03,"bs":152,"bx":"D","c":" ","t":"2026-09-04T19:59:59.17265888Z"},{"delta":0.0639,"gamma":0.0688,"rho":0.0006,"theta":-0.0193,"vega":0.0093}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260917P00051000",0.03,0.07,0.4539,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[3.8475502012460724e-13,6.029487774232735e-13,4.8375431720940835e-11,7.003741017619926e-11,9.348094477121523e-20,1.8626108135143892e-19],-0.07200000000000001,{"ap":0.07,"as":59,"ax":"U","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.663554378Z"},{"delta":-0.0304,"gamma":0.0166,"rho":-0.0004,"theta":-0.0156,"vega":0.0063}],["XLF260916P00053000",0.01,0.08,0.3538,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[3.344164763475662e-08,4.622971840466319e-08,5.035691999039972e-07,6.58231069535214e-07,8.340920310413839e-12,1.3704145303624465e-11],-0.08199999999165908,{"ap":0.08,"as":369,"ax":"C","bp":0.01,"bs":239,"bx":"C","c":"A","t":"2026-09-04T19:59:58.674504219Z"},{"delta":-0.0364,"gamma":0.0262,"rho":-0.0005,"theta":-0.015,"vega":0.0069}],["XLF260917P00053000",0.01,0.04,0.3016,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[1.5889572711376953e-07,2.2004382962421357e-07,1.7809586288344118e-06,2.332273658907476e-06,9.159348282085223e-11,1.5106297138316441e-10],-0.04199999990840652,{"ap":0.04,"as":126,"ax":"S","bp":0.01,"bs":114,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.684080086Z"},{"delta":-0.0238,"gamma":0.0204,"rho":-0.0003,"theta":-0.0085,"vega":0.0051}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261002P00046000",0.01,0.07,0.4424,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.3980319576258693e-15,3.0979961888231522e-15,5.445905041389533e-13,1.0509825933457485e-12,4.5984020631591116e-24,1.5815307015974015e-23],-0.07200000000000001,{"ap":0.07,"as":160,"ax":"E","bp":0.01,"bs":67,"bx":"P","c":"A","t":"2026-09-04T19:59:59.003096468Z"},{"delta":-0.0163,"gamma":0.0062,"rho":-0.0006,"theta":-0.0055,"vega":0.0061}],["XLF260911C00060500",0.01,0.03,0.249,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[4.1724408504481024e-05,3.583440726582493e-05,0.00016732746455406556,0.00014736191261327666,7.154920692292874e-07,5.700096688649761e-07],-0.03199942999033113,{"ap":0.03,"as":853,"ax":"E","bp":0.01,"bs":514,"bx":"W","c":"A","t":"2026-09-04T19:59:58.674327263Z"},{"delta":0.0383,"gamma":0.0635,"rho":0.0002,"theta":-0.0184,"vega":0.0044}],["XLF260918P00053500",0.01,0.07,0.2841,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.028081983420792454,[5.296959662281073e-06,7.148886944426992e-06,3.2212408934958096e-05,4.130441546925075e-05,2.205259696965201e-08,3.4719349791903686e-08],-0.07199997794740304,{"ap":0.07,"as":824,"ax":"E","bp":0.01,"bs":867,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674703618Z"},{"delta":-0.0362,"gamma":0.0291,"rho":-0.0006,"theta":-0.0107,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260930P00050000",0.04,0.08,0.3399,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[5.062836836841967e-08,8.608595539514761e-08,7.685665259681107e-07,1.1920241629251715e-06,1.1996357370256335e-11,2.7101642400880935e-11],-0.08199999998800364,{"ap":0.08,"as":784,"ax":"E","bp":0.04,"bs":814,"bx":"E","c":"A","t":"2026-09-04T19:59:58.674860733Z"},{"delta":-0.0309,"gamma":0.0144,"rho":-0.0011,"theta":-0.0075,"vega":0.0099}],["XLF260915C00061000",0.01,0.04,0.1964,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[0.0008303259584862866,0.0006853870739846516,0.0021708548280536216,0.0018462860795238672,5.082047896521253e-05,3.824060225274666e-05],-0.04196175939774725,{"ap":0.04,"as":351,"ax":"E","bp":0.01,"bs":329,"bx":"W","c":"A","t":"2026-09-04T19:59:59.643907314Z"},{"delta":0.0396,"gamma":0.0541,"rho":0.0004,"theta":-0.0099,"vega":0.0069}],["XLF260925C00062000",0.04,0.08,0.1867,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[0.0047494911661412655,0.003638488492954708,0.010052012777957023,0.00801997559838874,0.0005401611622952133,0.0003653734088710238],-0.08163462659112898,{"ap":0.08,"as":164,"ax":"E","bp":0.04,"bs":288,"bx":"C","c":"A","t":"2026-09-04T19:59:58.088367045Z"},{"delta":0.0604,"gamma":0.0511,"rho":0.0016,"theta":-0.0086,"vega":0.015}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261009C00065000",0.03,0.04,0.1934,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[0.0007113485754162201,0.00046305105471739025,0.0021603985511603283,0.0015062159213499605,2.7553797980801776e-05,1.454335853126342e-05],-0.04198545664146874,{"ap":0.04,"as":51,"ax":"C","bp":0.03,"bs":57,"bx":"U","c":" ","t":"2026-09-04T19:59:59.855812623Z"},{"delta":0.0284,"gamma":0.0198,"rho":0.0014,"theta":-0.0036,"vega":0.011}],["XLF260911P00056000",0.04,0.06,0.2849,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.008917027910867747,[0.00011000897646007786,0.0001265755399044781,0.00037797258278197244,0.000424962055153079,3.0544841127002063e-06,3.7692764666112067e-06],-0.061996945515887296,{"ap":0.06,"as":366,"ax":"W","bp":0.04,"bs":404,"bx":"W","c":"A","t":"2026-09-04T19:59:58.684049742Z"},{"delta":-0.0738,"gamma":0.0932,"rho":-0.0004,"theta":-0.0346,"vega":0.0074}],["XLF260916C00063000",0.01,0.03,0.2698,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.022606281846528253,[1.3527206366647873e-06,1.0111973307684393e-06,1.0405947254008747e-05,8.162451332690092e-06,2.6760260958146095e-09,1.7209438183202281e-09],-0.03199999827905618,{"ap":0.03,"as":64,"ax":"U","bp":0.01,"bs":1,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.682548068Z"},{"delta":0.0233,"gamma":0.0238,"rho":0.0003,"theta":-0.0081,"vega":0.0047}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261016P00048000",0.02,0.05,0.2921,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.3178572998591428e-07,2.594573404335148e-07,1.7705697715016089e-06,3.0986367513219804e-06,4.396377558322841e-11,1.245441935982901e-10],-0.05199999995603623,{"ap":0.05,"as":531,"ax":"W","bp":0.02,"bs":686,"bx":"E","c":"A","t":"2026-09-04T19:59:58.655337618Z"},{"delta":-0.0172,"gamma":0.0078,"rho":-0.0011,"theta":-0.003,"vega":0.008}],["XLF261009P00045000",0.03,0.04,0.4137,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[1.1867414212072463e-14,2.859679529578854e-14,3.8544049872172386e-12,7.89943113580582e-12,2.1209962456361226e-22,8.231821194720751e-22],-0.042,{"ap":0.04,"as":122,"ax":"E","bp":0.03,"bs":62,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.67506395Z"},{"delta":-0.0137,"gamma":0.005,"rho":-0.0007,"theta":-0.0039,"vega":0.0059}],["XLF260925P00050000",0.01,0.03,0.3241,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.047246938930717165,[8.136007375360661e-10,1.371650778096175e-09,2.4482489801470245e-08,3.775300857870763e-08,1.8691692648455493e-14,4.175590953380757e-14],-0.03199999999998131,{"ap":0.03,"as":107,"ax":"U","bp":0.01,"bs":124,"bx":"U","c":"A","t":"2026-09-04T19:59:59.00288063Z"},{"delta":-0.0137,"gamma":0.0086,"rho":-0.0004,"theta":-0.0041,"vega":0.0044}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261016P00039000",0.01,0.06,0.5527,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[1.9852439512023476e-28,7.60250436945275e-28,5.304910555551884e-23,1.596507906071525e-22,1.926295115266086e-50,1.5592293732043523e-49],-0.062,{"ap":0.06,"as":128,"ax":"C","bp":0.01,"bs":100,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675154831Z"},{"delta":-0.0095,"gamma":0.0025,"rho":-0.0006,"theta":-0.0034,"vega":0.0048}],["XLF261009P00051000",0.06,0.08,0.264,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.08557684995056658,[3.989908257517526e-05,6.458198791786127e-05,0.0001992212348037057,0.0002972464742984699,3.9342555356859994e-07,8.143544389718321e-07],-0.08199960657444644,{"ap":0.08,"as":63,"ax":"S","bp":0.06,"bs":99,"bx":"S","c":" ","t":"2026-09-04T19:59:59.851872963Z"},{"delta":-0.038,"gamma":0.0185,"rho":-0.0019,"theta":-0.0057,"vega":0.014}],["XLF260914P00053000",0.03,0.06,0.4079,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01713058027226405,[3.096651838905825e-10,4.267064099561588e-10,1.1232193587909303e-08,1.461013946894725e-08,5.316445768837268e-15,8.700504774286805e-15],-0.061999999999994684,{"ap":0.06,"as":143,"ax":"P","bp":0.03,"bs":5,"bx":"Q","c":" ","t":"2026-09-04T19:59:59.841208139Z"},{"delta":-0.0365,"gamma":0.0263,"rho":-0.0004,"theta":-0.0201,"vega":0.006}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261002C00065000",0.01,0.07,0.2261,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[0.00011978771680085577,7.887463015485166e-05,0.00047953921391045,0.0003380152341153647,1.8545660523583207e-06,9.87565602734484e-07],-0.07199901243439727,{"ap":0.07,"as":286,"ax":"C","bp":0.01,"bs":77,"bx":"B","c":"A","t":"2026-09-04T19:59:58.684247608Z"},{"delta":0.0311,"gamma":0.0208,"rho":0.0012,"theta":-0.0051,"vega":0.0105}],["XLF260917P00049000",0.03,0.07,0.568,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.025344132633660355,[1.859281302991618e-21,3.316863928999732e-21,1.2956870781961127e-17,2.0772918888567974e-17,1.8310731704022974e-34,4.469973341047026e-34],-0.07200000000000001,{"ap":0.07,"as":46,"ax":"U","bp":0.03,"bs":16,"bx":"U","c":" ","t":"2026-09-04T19:59:59.84195956Z"},{"delta":-0.0248,"gamma":0.0112,"rho":-0.0004,"theta":-0.0166,"vega":0.0053}],["XLF261016P00035000",0.01,0.03,0.6396,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[0.0,0.0,2.5313632191340353e-39,1.0124988083953304e-38,0.0,0.0],-0.032,{"ap":0.03,"as":317,"ax":"E","bp":0.01,"bs":57,"bx":"Q","c":"A","t":"2026-09-04T19:59:58.675109626Z"},{"delta":-0.005,"gamma":0.0012,"rho":-0.0003,"theta":-0.0022,"vega":0.0027}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF260930C00068000",0.03,0.05,0.3143,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06093619286637767,[3.501683456503648e-08,2.0139035614890337e-08,6.052624134337084e-07,3.83112349975003e-07,5.754635910167899e-12,2.463130146368214e-12],-0.05199999999753688,{"ap":0.05,"as":11,"ax":"T","bp":0.03,"bs":6,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700600516Z"},{"delta":0.0243,"gamma":0.0127,"rho":0.0008,"theta":-0.006,"vega":0.0081}],["XLF261016P00042000",0.01,0.03,0.4288,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[8.706979773103652e-19,2.616397043847936e-18,1.683698451658857e-15,4.15396152491101e-15,1.0741262336575827e-29,5.921329157703839e-29],-0.032,{"ap":0.03,"as":594,"ax":"E","bp":0.01,"bs":118,"bx":"U","c":"A","t":"2026-09-04T19:59:58.675115682Z"},{"delta":-0.0073,"gamma":0.0025,"rho":-0.0005,"theta":-0.0021,"vega":0.0038}],["XLF260915C00062000",0.01,0.07,0.2714,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.2947998052925514e-05,1.8057949834930438e-05,0.00011101540749475507,9.090359542076763e-05,2.211619089139167e-07,1.5416788077184932e-07],-0.07199984583211924,{"ap":0.07,"as":47,"ax":"U","bp":0.01,"bs":11,"bx":"T","c":" ","t":"2026-09-04T19:59:59.665362765Z"},{"delta":0.0452,"gamma":0.0435,"rho":0.0005,"theta":-0.0151,"vega":0.0076}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?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 [["XLF261016C00069000",0.03,0.06,0.2602,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.10474180546049129,[5.31483601855757e-06,2.8638070438965186e-06,3.815135397155099e-05,2.2823330323104927e-05,1.359661651157775e-08,5.316671215147299e-09],-0.061999994683328785,{"ap":0.06,"as":390,"ax":"A","bp":0.03,"bs":323,"bx":"W","c":"A","t":"2026-09-04T19:59:59.625412241Z"},{"delta":0.0251,"gamma":0.012,"rho":0.0015,"theta":-0.0039,"vega":0.011}],["XLF260915P00051000",0.01,0.06,0.484,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.01986843105939615,[2.849067669356161e-16,4.4383956254836384e-16,1.2825815123043047e-13,1.8512841731149738e-13,4.512749515727519e-25,8.965653936897497e-25],-0.062,{"ap":0.06,"as":59,"ax":"U","bp":0.01,"bs":19,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.70035954Z"},{"delta":-0.0234,"gamma":0.0142,"rho":-0.0003,"theta":-0.0153,"vega":0.0045}],["XLF261002P00040000",0.01,0.05,0.6407,58.1,0.12267993731593207,0.1357243939553389,0.668685714285715,0.06641189444064187,[1.833609073951792e-41,6.391338161469622e-41,1.9714575287755467e-32,5.492109987089749e-32,0.0,0.0],-0.052000000000000005,{"ap":0.05,"as":48,"ax":"Q","bp":0.01,"bs":30,"bx":"Q","c":" ","t":"2026-09-04T19:59:58.700715474Z"},{"delta":-0.0089,"gamma":0.0025,"rho":-0.0004,"theta":-0.0047,"vega":0.0036}]] https://runway.adityaperswal.workers.dev/data/option-chain/XLF?feed=indicative&expiration_date_gte=2026-09-11&expiration_date_lte=2026-10-16&limit=1000