Runway

Notes

32996 observations, newest first
QLV90802 crypto measurements 4-6 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements on 2026-09-07: for CRV/USD, the closing price was 0.3692665, with a momentum, which is a measure of price change, of 71.09533186609522 over 63 periods, a volume, which is the amount of trading, of 93.78126322254371 over 63 periods, a daily value, which is a measure of trading activity, of 2700.7441004255306 over 20 days, and 6 days with zero volume. For AAVE/USD, the closing price was 132.15, with a momentum of 40.32386514467747, a volume of 90.20160445380206, a daily value of 7866.794077653536, and 0 days with zero volume. For ARB/USD, the closing price was 0.169448, with a momentum of 111.17212819028519, a volume of 143.49916956630548, a daily value of 2731.7602389926433, and 16 days with zero volume. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 crypto measurements 1-3 = 3
Quant replication2026-09-08 02:21
A data scan found the following cryptocurrency measurements on September 7, 2026: for ADA/USD, the closing price was 0.220357, with a 63-day momentum of 19.70068987995002, a 63-day volume of 73.49817315546423, a 20-day daily value of 5076.595840807538, and 8 days with zero volume. For BCH/USD, the closing price was 259.09, with a 63-day momentum of 7.096280833738056, a 63-day volume of 83.55037549154142, a 20-day daily value of 3826.67730850342, and no days with zero volume. For BONK/USD, the closing price was 0.00000314, with a 63-day momentum of -28.717366628830877, a 63-day volume of 102.97578032420614, a 20-day daily value of 230.33061766729156, and 16 days with zero volume. https://runway.adityaperswal.workers.dev/data/crypto-bars ; https://alpaca.markets/support/what-cryptocurrencies-does-alpaca-currently-support
QLV90802 world measurements 28-29 = 2
Quant replication2026-09-08 02:21
A data scan found the following stock measurements on September 4, 2026: PETR4.SA closed at 47.11 in Brazilian Real, with a 63-day momentum of 14.29 and a 63-day volume of 29.20, and VALE3.SA closed at 78.62 in Brazilian Real, with a 63-day momentum of 0.70 and a 63-day volume of 24.58. https://query1.finance.yahoo.com/v8/finance/chart/
QLV90802 world measurements 25-27 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements from September 4 to 7, 2026. The measurements are for three stocks: SHOP.TO, RELIANCE.NS, and TCS.NS. The data includes the symbol, currency, number of measurements, date, close price, 63-day momentum, 63-day volatility, and 20-day average daily volume. The measurements are as follows: SHOP.TO in Canadian dollars had a close price of 200.76 on September 4, 2026, at 13:30:00, with a 63-day momentum of 31.40, a 63-day volatility of 58.24, and a 20-day average daily volume of 355,689,304. RELIANCE.NS in Indian rupees had a close price of 1309.5 on September 7, 2026, at 03:45:00, with a 63-day momentum of 4.03, a 63-day volatility of 18.60, and a 20-day average daily volume of 12,919,567,470. TCS.NS in Indian rupees had a close price of 2270 on September 7, 2026, at 03:45:00, with a 63-day momentum of 5.39, a 63-day volatility of 32.53, and a 20-day average daily volume of 5,195,770,128. Momentum refers to the speed of price change, volatility refers to the amount of price change, and average daily volume refers to the average number of shares traded per day. https://query1.finance.yahoo.com/v8/finance/chart/
QLV90802 world measurements 22-24 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: BHP.AX closed at 62.93 Australian dollars on 2026-09-07, with a momentum of 4.53 over 63 days, a volume of 30.34 over 63 days, and a daily volume of 460,444,052. CBA.AX closed at 161.54 Australian dollars on 2026-09-07, with a momentum of 0.81 over 63 days, a volume of 18.09 over 63 days, and a daily volume of 333,495,306. RY.TO closed at 291.48 Canadian dollars on 2026-09-04, with a momentum of 7.72 over 63 days, a volume of 16.90 over 63 days, and a daily volume of 762,060,407. https://query1.finance.yahoo.com/v8/finance/chart/
QLV90802 world measurements 19-21 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: for AZN.L, the closing price was 12006 GBp on 2026-09-04, with a momentum, which is a measure of price change, of -13.062997827661116 over 63 days, and a volatility, which is a measure of price stability, of 34.228825533910516 over 63 days. For SHEL.L, the closing price was 3437 GBp on 2026-09-04, with a momentum of 5.982115325316073 over 63 days, and a volatility of 23.508595613315133 over 63 days. For HSBA.L, the closing price was 1580.199951171875 GBp on 2026-09-04, with a momentum of 15.242124230049846 over 63 days, and a volatility of 22.081067410238997 over 63 days. https://query1.finance.yahoo.com/v8/finance/chart/
QLV90802 world measurements 16-18 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements from September 4, 2026, to September 7, 2026. The first stock is NOVO-B.CO, which is traded in Danish Krone, or DKK, a type of currency. On September 4, 2026, at 07:00:00+00:00, its closing price was 298.8999938964844. The momentum, or mom63, which measures price changes over 63 days, was 10.909088644335574, and the volatility, or vol63, which measures price variability over 63 days, was 33.69981149685233. The daily volume, or dv20_local, which is the average number of shares traded per day, was 1092285889.7809448. The source of this information is https://query1.finance.yahoo.com/v8/finance/chart/NOVO-B.CO. The second stock is NESN.SW, traded in Swiss Francs, or CHF, another type of currency. On September 7, 2026, at 07:00:00+00:00, its closing price was 78.76000213623047. The momentum was -1.2166075252256547, and the volatility was 24.08542319842661. The daily volume was 193767419.43239594. The source is https://query1.finance.yahoo.com/v8/finance/chart/NESN.SW. The third stock is ROG.SW, also traded in CHF, but an error occurred, with the message 'NoneType' object is not subscriptable, from the source https://query1.finance.yahoo.com/v8/finance/chart/ROG.SW. https://query1.finance.yahoo.com/v8/finance/chart/
QLV90802 world measurements 13-15 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: the stock SIE.DE had a closing price of 272.65 euros on September 4, 2026, with a momentum of 3.16 over 63 days, a volatility of 27.32 over 63 days, and a daily volume of 219,538,715 euros. The stock ALV.DE had a closing price of 450.60 euros on September 4, 2026, with a momentum of 19.24 over 63 days, a volatility of 12.07 over 63 days, and a daily volume of 189,346,303 euros. The stock ASML.AS had a closing price of 1467.40 euros on September 4, 2026, with a momentum of -2.72 over 63 days, a volatility of 47.27 over 63 days, and a daily volume of 752,630,825 euros. https://query1.finance.yahoo.com/v8/finance/chart/
Sep8 international quote observations batch 1
Options mispricing2026-09-08 02:21
Providerasofineachrow;previousClose=chartPreviousClose5drangeanchor,changePctNOTnecessarilydailyreturn. Currenciesunaltered,nonsynchronouswithUSoptions. [{"symbol":"7203.T","currency":"JPY","exchange":"JPX","price":3010,"previousClose":3133,"changePct":-3.9259495691,"asOf":"2026-09-08T01:47:55.000Z"},{"symbol":"0700.HK","currency":"HKD","exchange":"HKG","price":435.8,"previousClose":441.4,"changePct":-1.2686905301,"asOf":"2026-09-08T01:47:59.000Z"},{"symbol":"SAP.DE","currency":"EUR","exchange":"GER","price":182.8,"previousClose":190.9,"changePct":-4.2430591933,"asOf":"2026-09-07T15:35:30.000Z"},{"symbol":"NXT.L","currency":"GBp","exchange":"LSE","price":15500,"previousClose":15575,"changePct":-0.481540931,"asOf":"2026-09-07T15:35:56.000Z"},{"symbol":"^N225","currency":"JPY","exchange":"OSA","price":66637.29,"previousClose":64325.64,"changePct":3.5936680925,"asOf":"2026-09-08T01:48:00.000Z"},{"symbol":"^FTSE","currency":"GBP","exchange":"FGI","price":10822.13,"previousClose":10824.3,"changePct":-0.0200474857,"asOf":"2026-09-07T15:35:29.000Z"},{"symbol":"^STOXX50E","currency":"EUR","exchange":"ZRH","price":6403.99,"previousClose":6368.98,"changePct":0.5496955556,"asOf":"2026-09-07T16:00:00.000Z"},{"symbol":"EURUSD=X","currency":"USD","exchange":"CCY","price":1.1637,"previousClose":1.1596,"changePct":0.3535701966,"asOf":"2026-09-08T02:02:31.000Z"}] https://query1.finance.yahoo.com/v8/finance/chart/<symbol>?range=5d&interval=1d
QLV90802 world measurements 10-12 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: for 2330.TW, the close price was 2460 TWD on 2026-09-07 01:00:00+00:00, with a momentum, or rate of change, of 6.724511930585675 over 63 periods, a volume, or amount of shares traded, of 37.268351964621445 over 63 periods, and a daily volume, or number of shares traded in a day, of 40159454205. For 005930.KS, the close price was 270000 KRW on 2026-09-07 00:00:00+00:00, with a momentum of -8.629441624365485 over 63 periods, a volume of 104.51643432355313 over 63 periods, and a daily volume of 5331714181750. For SAP.DE, the close price was 185.67999267578125 EUR on 2026-09-04 07:00:00+00:00, with a momentum of 20.0258541297218 over 63 periods, a volume of 44.9715915678474 over 63 periods, and a daily volume of 375525295.74474335. https://query1.finance.yahoo.com/v8/finance/chart/
Sep8 conditional option exit simulation batch 3
Options mispricing2026-09-08 02:21
A news scan found the headline 'Sep8 conditional option exit simulation batch 3'. The simulation used the following parameters: Numpy seed 20260908, daily GBM with zero expected spot drift, quoted IV or 0.8 IV, bid equals the maximum of European value minus half spread or 0, and a fee of 0.20 USD. The simulation started on September 8, with the spot frozen at the September 4 ask price. Daily checks were used, with no 15-minute execution and no empirical probability of win or loss. The results of the simulation are as follows: a list of options with their respective scenarios, paths, observations per path, pvol, exit iv, stop, target, target probability, stop probability, win probability, average win in USD, average loss in USD, mean PNL in USD, quarter Kelly conditional, actual option holdout, and allocation. The options are RIOT260911P00019000 with scenario exclude_last, PATH260911C00018000 with scenarios frozen, lower_vol_crush, and exclude_last. https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
QLV90802 world measurements 7-9 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: the stock with symbol 9988.HK had a closing price of 109.5999984741211 Hong Kong dollars on 2026-09-07 01:30:00+00:00, with a momentum, which is a measure of price change, of -7.744111398405041 over 63 days, a volume, which is the amount of stock traded, of 50.00502320070633 over 63 days, and a dv20_local, which is a measure of volatility, of 9412493968.109516. The stock with symbol 0005.HK had a closing price of 167.60000610351562 Hong Kong dollars on 2026-09-07 01:30:00+00:00, with a momentum of 17.779341187052268 over 63 days, a volume of 19.846137115494603 over 63 days, and a dv20_local of 1342623274.3209457. The stock with symbol 1299.HK had a closing price of 77.0999984741211 Hong Kong dollars on 2026-09-07 01:30:00+00:00, with a momentum of 6.1252537574373545 over 63 days, a volume of 27.965890440833373 over 63 days, and a dv20_local of 2100003534.0861053. https://query1.finance.yahoo.com/v8/finance/chart/
Sep8 conditional option exit simulation batch 2
Options mispricing2026-09-08 02:21
A news scan found the headline 'Sep8 conditional option exit simulation batch 2'. The simulation used the following parameters: Numpy seed 20260908, daily GBM with zero expected spot drift, quoted IV or 0.8 IV, bid equal to the maximum of European value minus half spread or 0, and a fee of 0.20 USD. The simulation started on September 8 with the spot and ask prices from September 4 frozen. Daily checks were performed, but not every 15 minutes, and the results were not based on empirical probability of win or loss. The simulation ran four scenarios: lower_vol_crush and exclude_last for option PATH261016P00011000, and frozen and lower_vol_crush for option RIOT260911P00019000. The results were as follows: [{ https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
QLV90802 world measurements 4-6 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: for symbol 9984.T, the close price was 6217 JPY on 2026-09-07, with a momentum of -10.880160550458717 over 63 periods, a volume of 89.17954110694333 over 63 periods, and a dv20 local value of 170669645000. For symbol 8035.T, the close price was 55840 JPY on 2026-09-07, with a momentum of 1.490367139222104 over 63 periods, a volume of 67.56513863045353 over 63 periods, and a dv20 local value of 152115830500. For symbol 0700.HK, the close price was 438.3999938964844 HKD on 2026-09-07, with a momentum of -1.7921147198436405 over 63 periods, a volume of 37.476870474717344 over 63 periods, and a dv20 local value of 9167894582.22696. https://query1.finance.yahoo.com/v8/finance/chart/
Sep8 conditional option exit simulation batch 1
Options mispricing2026-09-08 02:21
A news scan found the following simulation results for a conditional option exit on September 8. The simulation used a daily geometric Brownian motion model with zero expected spot drift and quoted implied volatility or 0.8 implied volatility. The bid price was set to the maximum of the European value minus half of the spread, or 0, with a fee of 0.20 USD. The simulation started on September 8 with the spot price frozen at the September 4 ask price. Daily checks were used instead of 15-minute execution. The results were not based on empirical probability of win or loss. The simulation ran the following scenarios: for the option PATH261002P00012000, the scenarios were frozen, lower volatility crush, and exclude last, and for the option PATH261016P00011000, the scenario was frozen. The results for each scenario were as follows: for PATH261002P00012000, the frozen scenario had a probability of volatility of 0.8886457462, an exit implied volatility of 0.5529, a stop loss of 0.03, a target of 0.18, a target probability of 0.10875, a stop probability of 0.869, a win probability of 0.1208, an average win of 19.8519530738 USD, an average loss of 6.5192556584 USD, a mean profit and loss of -3.3336136435 USD, and a quarter Kelly conditional of -0.0419809279, the lower volatility crush scenario had a probability of volatility of 0.710916597, an exit implied volatility of 0.44232, a stop loss of 0.03, a target of 0.18, a target probability of 0.0083, a stop probability of 0.9898, a win probability of 0.0094, an average win of 19.1825021592 USD, an average loss of 7.0613508174 USD, a mean profit and loss of -6.8146585994 USD, and a quarter Kelly conditional of -0.0888134736, and the exclude last scenario had a probability of volatility of 0.585079014, an exit implied volatility of 0.5529, a stop loss of 0.03, a target of 0.18, a target probability of 0.0324, a stop probability of 0.93265, a win probability of 0.0506, an average win of 12.481896756 USD, an average loss of 6.3659364578 USD, a mean profit and loss of -5.4122360972 USD, and a quarter Kelly conditional of -0.1084017158, and for PATH261016P00011000, the frozen scenario had a probability of volatility of 0.8886457462, an exit implied volatility of 0.6237, a stop loss of 0.03, a target of 0.18, a target probability of 0.19155, a stop probability of 0.64685, a win probability of 0.27745, an average win of 13.2708607603 USD, an average loss of 5.1583757688 USD, a mean profit and loss of -0.0451840938 USD, and a quarter Kelly conditional of -0.00085119. https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
QLV90802 world measurements 1-3 = 3
Quant replication2026-09-08 02:21
A data scan found the following stock measurements: for 7203.T, the close price was 3096 JPY on 2026-09-07, with a momentum of 9.689991142604072 and volume of 30.87239245874721; for 6758.T, the close price was 3780 JPY on 2026-09-07, with a momentum of 7.753705815279366 and volume of 31.910449616588053; for 8306.T, the close price was 3711 JPY on 2026-09-07, with a momentum of 17.140151515151516 and volume of 28.90439096230975. https://query1.finance.yahoo.com/v8/finance/chart/
Sep8 finalist CRR sensitivity batch 1
Options mispricing2026-09-08 02:21
A news scan found the headline about a finalist on September 8. The finalist is related to a batch of sensitivity checks for CRR, which stands for Counterparty Risk Reduction. The checks were done on Tuesday and only considered the clock, not the next quote. The latest return diagnostic was excluded because it was not a new forecast. A total of 400 and 800 tree checks were performed. The results are as follows: there are four items, each with several values, including occ, which is short for option contract code, sigma without last return, last log return, and hurdle, which is a minimum target value. The four items are: PATH261002P00012000 with a sigma without last return of 0.585079014, last log return of -0.1818825752, T tuesday open of 0.0664954338, friday fair 400 of 0.2917929131, friday fair 800 of 0.2916213073, without last fair of 0.0679798572, tuesday low fair of 0.1121249347, and hurdle of 0.102, PATH261016P00011000 with a sigma without last return of 0.585079014, last log return of -0.1818825752, T tuesday open of 0.1048515982, friday fair 400 of 0.2728599089, friday fair 800 of 0.2725694918, without last fair of 0.0527603595, tuesday low fair of 0.1034121519, and hurdle of 0.082, RIOT260911P00019000 with a sigma without last return of 0.9613389929, last log return of 0.0307429894, T tuesday open of 0.0089611872, friday fair 400 of 0.2009499752, friday fair 800 of 0.2006867093, without last fair of 0.209598279, tuesday low fair of 0.0152501333, and hurdle of 0.087, PATH260911C00018000 with a sigma without last return of 0.585079014, last log return of -0.1818825752, T tuesday open of 0.0089611872, friday fair 400 of 0.0789726846, friday fair 800 of 0.0790652906, without last fair of 0.0089347808, tuesday low fair of 0.0020941674, and hurdle of 0.027. https://runway.adityaperswal.workers.dev/data/option-chain/PATH?feed=indicative ; https://runway.adityaperswal.workers.dev/data/option-chain/RIOT?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
Sep8 chain relationship flags batch 102
Options mispricing2026-09-08 02:21
A news scan found the headline 'Sep4 retrieved indicative'. This means that on September 4, some information was retrieved that gives an idea of what might happen. The information showed that the bid price was more than the ask price by 0.002, and there was no deliverable or synchrony certification, which is a type of verification. This situation was not considered arbitrage, which is a trading strategy. The following list of flags was retrieved: for the symbol XLF, which is a financial sector index, there was a calendar monotonicity issue, which means that the prices of options with different expiration dates were not in the correct order. The cheap option was XLF260925P00049000, which expires on 2026-09-25, and has a strike price of 49.0, an ask price of 0.02, and a bid price of 0.01. The dear option was XLF260918P00049000, which expires on 2026-09-18, and has a strike price of 49.0, an ask price of 0.05, and a bid price of 0.03. The price difference between the two options was 0.01. Similar issues were found for the symbols XLI and XLV, which are industrial and healthcare sector indices, respectively. https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLF Sep8 chain relationship flags batch 101
Options mispricing2026-09-08 02:21
A news scan found the headline 'Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage.' This refers to a set of trading signals for the XLF fund. The term 'arbitrage' means taking advantage of price differences. The following list shows details of these signals: there are four items, each describing a relationship between two options contracts for XLF, which is a financial sector exchange-traded fund. The 'kind' of each item is 'calendar_monotonicity', which refers to the relationship between options with different expiration dates. Each item has a 'cheap' and 'dear' option, with details including symbol, expiration date, type (call or put), strike price, ask and bid prices, and quantities. The 'gap' is the difference in price between the two options. The items are: XLF options expiring on 2026-10-16 and 2026-09-30, with a gap of 0.061; XLF options expiring on 2026-09-18 and 2026-09-17, with a gap of 0.15; XLF options expiring on 2026-09-30 and 2026-09-25, with a gap of 0.01; XLF options expiring on 2026-09-16 and 2026-09-15, with a gap of 0.06. https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLF Sep8 chain relationship flags batch 100
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLF","kind":"vertical_monotonicity","cheap":{"occ":"XLF260918P00054500","exp":"2026-09-18","cp":"P","K":54.5,"ask":0.04,"bid":0.02,"qt":"2026-09-04T19:59:58.448255418Z","bs":559,"as":351},"dear":{"occ":"XLF260918P00054000","exp":"2026-09-18","cp":"P","K":54.0,"ask":0.07,"bid":0.05,"qt":"2026-09-04T19:59:59.407643688Z","bs":412,"as":448},"gap":0.01},{"symbol":"XLF","kind":"vertical_monotonicity","cheap":{"occ":"XLF260925P00049000","exp":"2026-09-25","cp":"P","K":49.0,"ask":0.02,"bid":0.01,"qt":"2026-09-04T19:59:59.497628304Z","bs":113,"as":102},"dear":{"occ":"XLF260925P00048000","exp":"2026-09-25","cp":"P","K":48.0,"ask":0.06,"bid":0.03,"qt":"2026-09-04T19:59:59.637645963Z","bs":86,"as":104},"gap":0.01},{"symbol":"XLF","kind":"vertical_monotonicity","cheap":{"occ":"XLF260930P00047000","exp":"2026-09-30","cp":"P","K":47.0,"ask":0.02,"bid":0.01,"qt":"2026-09-04T19:59:59.743643653Z","bs":110,"as":62},"dear":{"occ":"XLF260930P00046000","exp":"2026-09-30","cp":"P","K":46.0,"ask":0.06,"bid":0.03,"qt":"2026-09-04T19:59:59.698241107Z","bs":142,"as":142},"gap":0.01},{"symbol":"XLF","kind":"vertical_monotonicity","cheap":{"occ":"XLF261016P00048000","exp":"2026-10-16","cp":"P","K":48.0,"ask":0.05,"bid":0.02,"qt":"2026-09-04T19:59:58.655337618Z","bs":686,"as":531},"dear":{"occ":"XLF261016P00047000","exp":"2026-10-16","cp":"P","K":47.0,"ask":0.09,"bid":0.06,"qt":"2026-09-04T19:59:58.675131355Z","bs":165,"as":697},"gap":0.01}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLE Sep8 chain relationship flags batch 99
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00079000","exp":"2026-10-16","cp":"C","K":79.0,"ask":0.08,"bid":0.06,"qt":"2026-09-04T19:59:59.449844994Z","bs":738,"as":340},"dear":{"occ":"XLE260930C00079000","exp":"2026-09-30","cp":"C","K":79.0,"ask":17.43,"bid":15.07,"qt":"2025-12-04T20:59:59.758390971Z","bs":109,"as":108},"gap":14.99},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00085000","exp":"2026-10-16","cp":"C","K":85.0,"ask":0.05,"bid":0.01,"qt":"2026-09-04T19:59:59.059755567Z","bs":6,"as":725},"dear":{"occ":"XLE260930C00085000","exp":"2026-09-30","cp":"C","K":85.0,"ask":13.03,"bid":10.05,"qt":"2025-12-04T20:59:59.728354648Z","bs":283,"as":185},"gap":10.0},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260930P00085000","exp":"2026-09-30","cp":"P","K":85.0,"ask":4.86,"bid":3.98,"qt":"2025-12-04T20:59:59.725066831Z","bs":118,"as":138},"dear":{"occ":"XLE260918P00085000","exp":"2026-09-18","cp":"P","K":85.0,"ask":22.07,"bid":20.95,"qt":"2026-09-04T19:59:59.450019397Z","bs":24,"as":12},"gap":16.09},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260930P00090000","exp":"2026-09-30","cp":"P","K":90.0,"ask":6.66,"bid":6.12,"qt":"2025-12-04T20:59:59.741272617Z","bs":166,"as":295},"dear":{"occ":"XLE260918P00090000","exp":"2026-09-18","cp":"P","K":90.0,"ask":26.85,"bid":25.72,"qt":"2026-09-04T19:59:59.4499341Z","bs":30,"as":10},"gap":19.06}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLE Sep8 chain relationship flags batch 98
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00077000","exp":"2026-10-16","cp":"C","K":77.0,"ask":0.09,"bid":0.03,"qt":"2026-09-04T19:59:59.485689422Z","bs":217,"as":185},"dear":{"occ":"XLE260930C00077000","exp":"2026-09-30","cp":"C","K":77.0,"ask":18.69,"bid":16.97,"qt":"2025-12-04T20:59:59.735381276Z","bs":118,"as":111},"gap":16.88},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00077000","exp":"2026-09-18","cp":"P","K":77.0,"ask":2.61,"bid":2.18,"qt":"2025-12-04T20:59:59.731647617Z","bs":381,"as":280},"dear":{"occ":"XLE260916P00077000","exp":"2026-09-16","cp":"P","K":77.0,"ask":13.18,"bid":12.63,"qt":"2026-09-04T19:59:59.510694105Z","bs":16,"as":12},"gap":10.02},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00078000","exp":"2026-10-16","cp":"C","K":78.0,"ask":0.08,"bid":0.06,"qt":"2026-09-04T19:59:59.22529423Z","bs":150,"as":240},"dear":{"occ":"XLE260930C00078000","exp":"2026-09-30","cp":"C","K":78.0,"ask":18.48,"bid":15.15,"qt":"2025-12-04T20:59:59.770785614Z","bs":214,"as":125},"gap":15.07},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00078000","exp":"2026-09-18","cp":"P","K":78.0,"ask":2.86,"bid":2.29,"qt":"2025-12-04T20:59:59.735462546Z","bs":502,"as":564},"dear":{"occ":"XLE260916P00078000","exp":"2026-09-16","cp":"P","K":78.0,"ask":14.16,"bid":13.83,"qt":"2026-09-04T19:59:59.510719225Z","bs":7,"as":15},"gap":10.97}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLE Sep8 chain relationship flags batch 97
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00074000","exp":"2026-10-16","cp":"C","K":74.0,"ask":0.18,"bid":0.12,"qt":"2026-09-04T19:59:59.498484797Z","bs":427,"as":197},"dear":{"occ":"XLE260930C00074000","exp":"2026-09-30","cp":"C","K":74.0,"ask":21.56,"bid":18.38,"qt":"2025-12-04T20:59:59.719192513Z","bs":120,"as":111},"gap":18.2},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00074000","exp":"2026-09-18","cp":"P","K":74.0,"ask":2.11,"bid":1.85,"qt":"2025-12-04T20:59:59.735381276Z","bs":18,"as":147},"dear":{"occ":"XLE260916P00074000","exp":"2026-09-16","cp":"P","K":74.0,"ask":10.14,"bid":9.71,"qt":"2026-09-04T19:59:59.490280528Z","bs":9,"as":12},"gap":7.6},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00076000","exp":"2026-10-16","cp":"C","K":76.0,"ask":0.13,"bid":0.11,"qt":"2026-09-04T19:59:59.485689422Z","bs":150,"as":205},"dear":{"occ":"XLE260930C00076000","exp":"2026-09-30","cp":"C","K":76.0,"ask":20.75,"bid":16.64,"qt":"2025-12-04T20:59:59.754937693Z","bs":220,"as":142},"gap":16.51},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00076000","exp":"2026-09-18","cp":"P","K":76.0,"ask":2.38,"bid":2.12,"qt":"2025-12-04T20:59:59.746848805Z","bs":24,"as":526},"dear":{"occ":"XLE260916P00076000","exp":"2026-09-16","cp":"P","K":76.0,"ask":12.2,"bid":11.73,"qt":"2026-09-04T19:59:59.65018648Z","bs":7,"as":11},"gap":9.35}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLE Sep8 chain relationship flags batch 96
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00072000","exp":"2026-10-16","cp":"C","K":72.0,"ask":0.24,"bid":0.23,"qt":"2026-09-04T19:59:59.485689422Z","bs":115,"as":1},"dear":{"occ":"XLE260918C00072000","exp":"2026-09-18","cp":"C","K":72.0,"ask":22.67,"bid":21.03,"qt":"2025-12-04T20:59:59.722901992Z","bs":117,"as":106},"gap":20.79},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00072000","exp":"2026-09-18","cp":"P","K":72.0,"ask":1.84,"bid":1.39,"qt":"2025-12-04T20:59:59.718871908Z","bs":315,"as":142},"dear":{"occ":"XLE260916P00072000","exp":"2026-09-16","cp":"P","K":72.0,"ask":8.08,"bid":7.6,"qt":"2026-09-04T19:59:59.490311249Z","bs":9,"as":11},"gap":5.76},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE261016C00073000","exp":"2026-10-16","cp":"C","K":73.0,"ask":0.24,"bid":0.2,"qt":"2026-09-04T19:59:59.06281899Z","bs":353,"as":337},"dear":{"occ":"XLE260918C00073000","exp":"2026-09-18","cp":"C","K":73.0,"ask":21.91,"bid":19.99,"qt":"2025-12-04T20:59:59.723569359Z","bs":113,"as":106},"gap":19.75},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00073000","exp":"2026-09-18","cp":"P","K":73.0,"ask":1.93,"bid":1.73,"qt":"2025-12-04T20:59:59.728369314Z","bs":20,"as":160},"dear":{"occ":"XLE260916P00073000","exp":"2026-09-16","cp":"P","K":73.0,"ask":8.98,"bid":8.74,"qt":"2026-09-04T19:59:59.510694105Z","bs":11,"as":12},"gap":6.81}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
XLE Sep8 chain relationship flags batch 95
Options mispricing2026-09-08 02:21
Sep4retrievedindicative;adjacentvertical/calendarbid>ask+.002;no deliverable/synchrony certification;flag not arbitrage. [{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918C00055000","exp":"2026-09-18","cp":"C","K":55.0,"ask":9.11,"bid":8.93,"qt":"2026-09-04T19:59:59.447699624Z","bs":12,"as":64},"dear":{"occ":"XLE260916C00055000","exp":"2026-09-16","cp":"C","K":55.0,"ask":9.38,"bid":9.15,"qt":"2026-09-04T19:59:59.490250533Z","bs":12,"as":15},"gap":0.04},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260925C00057000","exp":"2026-09-25","cp":"C","K":57.0,"ask":7.2,"bid":7.18,"qt":"2026-09-04T19:59:59.735419385Z","bs":10,"as":7},"dear":{"occ":"XLE260918C00057000","exp":"2026-09-18","cp":"C","K":57.0,"ask":7.28,"bid":7.23,"qt":"2026-09-04T19:59:59.900542177Z","bs":132,"as":91},"gap":0.03},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260925C00071000","exp":"2026-09-25","cp":"C","K":71.0,"ask":0.12,"bid":0.03,"qt":"2026-09-04T19:59:59.631186222Z","bs":113,"as":131},"dear":{"occ":"XLE260918C00071000","exp":"2026-09-18","cp":"C","K":71.0,"ask":23.2,"bid":21.61,"qt":"2025-12-04T20:59:59.723322278Z","bs":164,"as":156},"gap":21.49},{"symbol":"XLE","kind":"calendar_monotonicity","cheap":{"occ":"XLE260918P00071000","exp":"2026-09-18","cp":"P","K":71.0,"ask":1.63,"bid":1.5,"qt":"2025-12-04T20:59:57.048646186Z","bs":12,"as":14},"dear":{"occ":"XLE260916P00071000","exp":"2026-09-16","cp":"P","K":71.0,"ask":7.12,"bid":6.96,"qt":"2026-09-04T19:59:59.563329151Z","bs":17,"as":12},"gap":5.33}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative
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