PATH 04UTC backtest.json row 2 part 2/2
Options mispricing2026-09-08 04:09
Continued exact data text, concatenate parts in order. d\",\"Position Id\":3},{\"Exit Trade Id\":4,\"Column\":0,\"Size\":50.1552172868,\"Entry Timestamp\":\"2023-05-26T04:00:00.000Z\",\"Avg Entry Price\":14.8148,\"Entry Fees\":0.3715197565,\"Exit Timestamp\":\"2023-06-12T04:00:00.000Z\",\"Avg Exit Price\":17.29269,\"Exit Fees\":0.4336593122,\"PnL\":123.473932294,\"Return\":0.1661741134,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":4},{\"Exit Trade Id\":5,\"Column\":0,\"Size\":34.0112437363,\"Entry Timestamp\":\"2024-02-14T05:00:00.000Z\",\"Avg Entry Price\":25.47545,\"Entry Fees\":0.4332258696,\"Exit Timestamp\":\"2024-02-29T05:00:00.000Z\",\"Avg Exit Price\":23.81616,\"Exit Fees\":0.4050086113,\"PnL\":-57.2727511001,\"Return\":-0.066100336,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":5},{\"Exit Trade Id\":6,\"Column\":0,\"Size\":66.2622304094,\"Entry Timestamp\":\"2024-05-31T04:00:00.000Z\",\"Avg Entry Price\":12.2122,\"Entry Fees\":0.4046038051,\"Exit Timestamp\":\"2024-06-14T04:00:00.000Z\",\"Avg Exit Price\":11.52846,\"Exit Fees\":0.3819507364,\"PnL\":-46.0926919616,\"Return\":-0.0569602799,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":6},{\"Exit Trade Id\":7,\"Column\":0,\"Size\":75.3707936228,\"Entry Timestamp\":\"2025-03-14T04:00:00.000Z\",\"Avg Entry Price\":10.125115,\"Entry Fees\":0.3815689765,\"Exit Timestamp\":\"2025-03-28T04:00:00.000Z\",\"Avg Exit Price\":10.7892,\"Exit Fees\":0.4065952833,\"PnL\":49.2644492232,\"Return\":0.0645551031,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":7}]"}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip
PATH 04UTC backtest.json row 2 part 1/2
Options mispricing2026-09-08 04:09
Continued exact data text, concatenate parts in order. {"phase": "train", "hold": 10, "return": -18.721602872787116, "drawdown": -27.551996576415792, "win rate": 25.0, "sample": 8, "average_win_pct": 11.536460823222772, "average_loss_pct": 6.712631675839393, "trades": "[{\"Exit Trade Id\":0,\"Column\":0,\"Size\":27.6287146687,\"Entry Timestamp\":\"2022-01-25T05:00:00.000Z\",\"Avg Entry Price\":36.17614,\"Entry Fees\":0.4997501249,\"Exit Timestamp\":\"2022-02-08T05:00:00.000Z\",\"Avg Exit Price\":35.09487,\"Exit Fees\":0.4848130748,\"PnL\":-30.8586635095,\"Return\":-0.0308740928,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":0},{\"Exit Trade Id\":1,\"Column\":0,\"Size\":29.4488532766,\"Entry Timestamp\":\"2022-02-25T05:00:00.000Z\",\"Avg Entry Price\":32.89286,\"Entry Fees\":0.484328504,\"Exit Timestamp\":\"2022-03-11T05:00:00.000Z\",\"Avg Exit Price\":28.93104,\"Exit Fees\":0.425992976,\"PnL\":-117.5813773682,\"Return\":-0.1213859771,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":1},{\"Exit Trade Id\":2,\"Column\":0,\"Size\":39.5113433001,\"Entry Timestamp\":\"2022-04-01T04:00:00.000Z\",\"Avg Entry Price\":21.54152,\"Entry Fees\":0.425567196,\"Exit Timestamp\":\"2022-04-18T04:00:00.000Z\",\"Avg Exit Price\":18.8811,\"Exit Fees\":0.373008812,\"PnL\":-105.9153439504,\"Return\":-0.1244402117,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":2},{\"Exit Trade Id\":3,\"Column\":0,\"Size\":54.9061542574,\"Entry Timestamp\":\"2022-09-08T04:00:00.000Z\",\"Avg Entry Price\":13.57356,\"Entry Fees\":0.3726359896,\"Exit Timestamp\":\"2022-09-22T04:00:00.000Z\",\"Avg Exit Price\":13.54644,\"Exit Fees\":0.3718914621,\"PnL\":-2.2335823552,\"Return\":-0.002997003,\"Direction\":\"Long\",\"Status\":\"Close
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip
PATH 04UTC backtest.json row 1
Options mispricing2026-09-08 04:09
{"phase": "holdout", "hold": 5, "return": -2.138144978780281, "drawdown": -14.632018320610685, "win rate": 50.0, "sample": 2, "average_win_pct": 4.731184380836589, "average_loss_pct": 6.560179360388559, "trades": "[{\"Exit Trade Id\":0,\"Column\":0,\"Size\":86.8262389676,\"Entry Timestamp\":\"2026-03-13T04:00:00.000Z\",\"Avg Entry Price\":11.5115,\"Entry Fees\":0.4997501249,\"Exit Timestamp\":\"2026-03-20T04:00:00.000Z\",\"Avg Exit Price\":12.06792,\"Exit Fees\":0.5239060529,\"PnL\":47.2881997085,\"Return\":0.0473118438,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":0},{\"Exit Trade Id\":1,\"Column\":0,\"Size\":87.5078743265,\"Entry Timestamp\":\"2026-06-01T04:00:00.000Z\",\"Avg Entry Price\":11.96195,\"Entry Fees\":0.5233824086,\"Exit Timestamp\":\"2026-06-08T04:00:00.000Z\",\"Avg Exit Price\":11.1888,\"Exit Fees\":0.4895540521,\"PnL\":-68.6696494963,\"Return\":-0.0656017936,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":1}]"}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip
PATH 04UTC backtest.json row 0 part 2/2
Options mispricing2026-09-08 04:09
Continued exact data text, concatenate parts in order. ",\"Position Id\":3},{\"Exit Trade Id\":4,\"Column\":0,\"Size\":67.1291812823,\"Entry Timestamp\":\"2023-05-26T04:00:00.000Z\",\"Avg Entry Price\":14.8148,\"Entry Fees\":0.4972526974,\"Exit Timestamp\":\"2023-06-05T04:00:00.000Z\",\"Avg Exit Price\":18.24174,\"Exit Fees\":0.6122765357,\"PnL\":228.9381472704,\"Return\":0.230203022,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":4},{\"Exit Trade Id\":5,\"Column\":0,\"Size\":48.0199223277,\"Entry Timestamp\":\"2024-02-14T05:00:00.000Z\",\"Avg Entry Price\":25.47545,\"Entry Fees\":0.6116645651,\"Exit Timestamp\":\"2024-02-22T05:00:00.000Z\",\"Avg Exit Price\":23.74623,\"Exit Fees\":0.5701460601,\"PnL\":-84.2188207127,\"Return\":-0.0688439592,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":5},{\"Exit Trade Id\":6,\"Column\":0,\"Size\":93.2798675027,\"Entry Timestamp\":\"2024-05-31T04:00:00.000Z\",\"Avg Entry Price\":12.2122,\"Entry Fees\":0.569576199,\"Exit Timestamp\":\"2024-06-07T04:00:00.000Z\",\"Avg Exit Price\":12.0879,\"Exit Fees\":0.5637788552,\"PnL\":-12.7280425847,\"Return\":-0.0111732571,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":6},{\"Exit Trade Id\":7,\"Column\":0,\"Size\":111.2511528188,\"Entry Timestamp\":\"2025-03-14T04:00:00.000Z\",\"Avg Entry Price\":10.125115,\"Entry Fees\":0.5632153581,\"Exit Timestamp\":\"2025-03-21T04:00:00.000Z\",\"Avg Exit Price\":10.65933,\"Exit Fees\":0.5929313754,\"PnL\":58.2758878696,\"Return\":0.0517349954,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":7}]"}
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip
PATH 04UTC backtest.json row 0 part 1/2
Options mispricing2026-09-08 04:09
Continued exact data text, concatenate parts in order. {"phase": "train", "hold": 5, "return": 18.526981940061557, "drawdown": -12.719475912348466, "win rate": 50.0, "sample": 8, "average_win_pct": 9.034640870836801, "average_loss_pct": 4.027911234486053, "trades": "[{\"Exit Trade Id\":0,\"Column\":0,\"Size\":27.6287146687,\"Entry Timestamp\":\"2022-01-25T05:00:00.000Z\",\"Avg Entry Price\":36.17614,\"Entry Fees\":0.4997501249,\"Exit Timestamp\":\"2022-02-01T05:00:00.000Z\",\"Avg Exit Price\":37.25271,\"Exit Fees\":0.5146222476,\"PnL\":28.7298729783,\"Return\":0.0287442379,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":0},{\"Exit Trade Id\":1,\"Column\":0,\"Size\":31.2595428034,\"Entry Timestamp\":\"2022-02-25T05:00:00.000Z\",\"Avg Entry Price\":32.89286,\"Entry Fees\":0.5141078825,\"Exit Timestamp\":\"2022-03-04T05:00:00.000Z\",\"Avg Exit Price\":31.43853,\"Exit Fees\":0.4913770371,\"PnL\":-46.4671758049,\"Return\":-0.0451920476,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":1},{\"Exit Trade Id\":2,\"Column\":0,\"Size\":45.5757909037,\"Entry Timestamp\":\"2022-04-01T04:00:00.000Z\",\"Avg Entry Price\":21.54152,\"Entry Fees\":0.4908859056,\"Exit Timestamp\":\"2022-04-08T04:00:00.000Z\",\"Avg Exit Price\":20.78919,\"Exit Fees\":0.4737418882,\"PnL\":-35.2526625645,\"Return\":-0.0359071855,\"Direction\":\"Long\",\"Status\":\"Closed\",\"Position Id\":2},{\"Exit Trade Id\":3,\"Column\":0,\"Size\":69.7338624669,\"Entry Timestamp\":\"2022-09-08T04:00:00.000Z\",\"Avg Entry Price\":13.57356,\"Entry Fees\":0.4732683831,\"Exit Timestamp\":\"2022-09-15T04:00:00.000Z\",\"Avg Exit Price\":14.27571,\"Exit Fees\":0.4977501989,\"PnL\":47.9926129491,\"Return\":0.0507033796,\"Direction\":\"Long\",\"Status\":\"Closed\
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=PATH&feed=sip
PATH 04UTC simulation.json row 11
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "rv60", "ivfactor": 0.8, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.398787594309837, "mean_pnl": -6.398787594309837, "capped_mean": -6.398787594309837, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 10
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "rv60", "ivfactor": 1, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2278, "avg_win": 8.12300174933503, "avg_loss": 4.324675691329445, "mean_pnl": -1.489094770346078, "capped_mean": -1.6633452340630395, "target_hit": 0.1723, "stop_hit": 0.7196333333333333, "time_exit": 0.10806666666666667, "quarterKelly": -0.04582957188418613}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 9
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "clip", "ivfactor": 0.8, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.398787594309837, "mean_pnl": -6.398787594309837, "capped_mean": -6.398787594309837, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 8
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "clip", "ivfactor": 1, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2331, "avg_win": 8.485733431181558, "avg_loss": 4.346986736161353, "mean_pnl": -1.35567966515372, "capped_mean": -1.5612944349750912, "target_hit": 0.18593333333333334, "stop_hit": 0.7200666666666666, "time_exit": 0.094, "quarterKelly": -0.039939967362519264}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 7
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "base", "ivfactor": 0.8, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.398787594309837, "mean_pnl": -6.398787594309837, "capped_mean": -6.398787594309837, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 6
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "model": "base", "ivfactor": 1, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.020000000000000004, "target_from_2ATR": 0.16, "target_raw": 0.16963274528473216, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.222222222222222, "p_win": 0.2637333333333333, "avg_win": 9.66916249143071, "avg_loss": 4.484038327023808, "mean_pnl": -0.7513674978367362, "capped_mean": -1.102137632404001, "target_hit": 0.24313333333333334, "stop_hit": 0.719, "time_exit": 0.037866666666666667, "quarterKelly": -0.019426902239533042}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 5
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "rv60", "ivfactor": 0.8, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 4
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "rv60", "ivfactor": 1, "paths": 30000, "sigma": 0.6875343265092484, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 3
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "clip", "ivfactor": 0.8, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 2
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "clip", "ivfactor": 1, "paths": 30000, "sigma": 0.7185273811168096, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 1
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "base", "ivfactor": 0.8, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 7.200000000000002, "mean_pnl": -7.200000000000002, "capped_mean": -7.200000000000002, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC simulation.json row 0
Options mispricing2026-09-08 04:09
{"occ": "PATH261002P00012000", "model": "base", "ivfactor": 1, "paths": 30000, "sigma": 0.8780023900982007, "entry_ask": 0.07, "spread": 0.060000000000000005, "target_from_2ATR": 0.15, "target_raw": 0.1529656807304616, "stop": 0.03, "full_premium_plus_fee": 7.200000000000001, "reward_fullrisk_ratio": 1.083333333333333, "p_win": 0.0, "avg_win": 0, "avg_loss": 6.051096885004794, "mean_pnl": -6.051096885004794, "capped_mean": -6.051096885004794, "target_hit": 0.0, "stop_hit": 1.0, "time_exit": 0.0, "quarterKelly": null}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 17
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.0015125204338705116, "fair_low": 0.00012400222644548932, "fair_high": 0.006771308308798665, "net_hurdle": 0.027000000000000003, "surplus": -0.02548747956612949, "low_surplus": -0.026875997773554514, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 16
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.002269610440342606, "fair_low": 0.00022046405681184093, "fair_high": 0.009196210469988803, "net_hurdle": 0.027000000000000003, "surplus": -0.024730389559657395, "low_surplus": -0.026779535943188163, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 15
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "tuesday", "S": 15.19, "K": 18.0, "T": 0.008923135464231355, "model": "base", "sigma": 0.8780023900982007, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.010327465642577518, "fair_low": 0.001853485284818894, "fair_high": 0.02985443193812186, "net_hurdle": 0.027000000000000003, "surplus": -0.016672534357422483, "low_surplus": -0.02514651471518111, "hurdle_sigma": 1.0331536947784585}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 14
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.023871843227416135, "fair_low": 0.0058179294954755385, "fair_high": 0.05794775220374951, "net_hurdle": 0.027000000000000003, "surplus": -0.0031281567725838684, "low_surplus": -0.021182070504524465, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 13
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.030115721004349873, "fair_low": 0.00794897113302242, "fair_high": 0.06994391400961646, "net_hurdle": 0.027000000000000003, "surplus": 0.0031157210043498695, "low_surplus": -0.019051028866977585, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 12
Options mispricing2026-09-08 04:09
{"occ": "PATH260911C00018000", "clock": "friday", "S": 15.19, "K": 18.0, "T": 0.019178082191780823, "model": "base", "sigma": 0.8780023900982007, "bid": 0.01, "ask": 0.02, "iv": 0.9666, "fair": 0.07516864875426217, "fair_low": 0.026815059230466575, "fair_high": 0.1471088009592224, "net_hurdle": 0.027000000000000003, "surplus": 0.04816864875426217, "low_surplus": -0.00018494076953342806, "hurdle_sigma": 0.703336455248456}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 11
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "tuesday", "S": 15.19, "K": 11.0, "T": 0.10481354642313546, "model": "rv60", "sigma": 0.6875343265092484, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.09004274056967965, "fair_low": 0.029843099342729475, "fair_high": 0.18311182670299533, "net_hurdle": 0.08200000000000002, "surplus": 0.00804274056967963, "low_surplus": -0.05215690065727054, "hurdle_sigma": 0.6731060339113442}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative
PATH 04UTC valuation.json row 10
Options mispricing2026-09-08 04:09
{"occ": "PATH261016P00011000", "clock": "tuesday", "S": 15.19, "K": 11.0, "T": 0.10481354642313546, "model": "clip", "sigma": 0.7185273811168096, "bid": 0.05, "ask": 0.07, "iv": 0.6319, "fair": 0.1080973447602633, "fair_low": 0.03807651259738075, "fair_high": 0.2130550002473664, "net_hurdle": 0.08200000000000002, "surplus": 0.026097344760263277, "low_surplus": -0.04392348740261927, "hurdle_sigma": 0.6731060339113442}
https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative