Notes

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF261002P00049000","S":58.1,"K":49.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.3378,"greeks":{"delta":-0.0228,"gamma":0.0105,"rho":-0.0009,"theta":-0.0054,"vega":0.0082},"bid":0.01,"ask":0.08,"bs":564,"as":407,"quote_time":"2026-09-04T19:59:58.674969282Z","fair_low":0.0,"fair":5.55e-08,"fair_high":5.3949e-06,"hurdle":0.117,"surplus":-0.1169999445,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260918C00061500","S":58.1,"K":61.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.17,"greeks":{"delta":0.0304,"gamma":0.0401,"rho":0.0005,"theta":-0.0055,"vega":0.0069},"bid":0.01,"ask":0.03,"bs":281,"as":580,"quote_time":"2026-09-04T19:59:59.405217689Z","fair_low":0.0007316395,"fair":0.0056222354,"fair_high":0.0192128795,"hurdle":0.042,"surplus":-0.0363777646,"surplus_low":-0.0412683605,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF260925C00063000","S":58.1,"K":63.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1778,"greeks":{"delta":0.0236,"gamma":0.0242,"rho":0.0007,"theta":-0.0037,"vega":0.0072},"bid":0.01,"ask":0.03,"bs":107,"as":108,"quote_time":"2026-09-04T19:59:59.730850011Z","fair_low":0.0001656466,"fair":0.0022273875,"fair_high":0.0102077885,"hurdle":0.042,"surplus":-0.0397726125,"surplus_low":-0.0418343534,"fullrisk":3.2,"required_bid_target":0.08}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260915P00056000","S":58.1,"K":56.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.1954,"greeks":{"delta":-0.0943,"gamma":0.1,"rho":-0.0012,"theta":-0.0171,"vega":0.0145},"bid":0.07,"ask":0.08,"bs":224,"as":396,"quote_time":"2026-09-04T19:59:59.416753588Z","fair_low":0.0046644222,"fair":0.0190465024,"fair_high":0.0460367047,"hurdle":0.087,"surplus":-0.0679534976,"surplus_low":-0.0823355778,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260930P00045000","S":58.1,"K":45.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.4283,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0026,"vega":0.0029},"bid":0.01,"ask":0.02,"bs":268,"as":563,"quote_time":"2026-09-04T19:59:58.674860733Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260925P00047000","S":58.1,"K":47.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.4777,"greeks":{"delta":-0.0193,"gamma":0.0076,"rho":-0.0006,"theta":-0.0079,"vega":0.0061},"bid":0.03,"ask":0.06,"bs":47,"as":205,"quote_time":"2026-09-04T19:59:58.70054444Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260930P00047000","S":58.1,"K":47.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3633,"greeks":{"delta":-0.0083,"gamma":0.0043,"rho":-0.0003,"theta":-0.0026,"vega":0.0033},"bid":0.01,"ask":0.02,"bs":110,"as":62,"quote_time":"2026-09-04T19:59:59.743643653Z","fair_low":0.0,"fair":0.0,"fair_high":8.1e-09,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260930C00067000","S":58.1,"K":67.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2767,"greeks":{"delta":0.0237,"gamma":0.0138,"rho":0.0008,"theta":-0.005,"vega":0.0081},"bid":0.01,"ask":0.06,"bs":27,"as":327,"quote_time":"2026-09-04T19:59:58.674823933Z","fair_low":1.27e-08,"fair":4.7247e-06,"fair_high":0.0001267432,"hurdle":0.087,"surplus":-0.0869952753,"surplus_low":-0.0869999873,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261016P00040000","S":58.1,"K":40.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.533,"greeks":{"delta":-0.0121,"gamma":0.0031,"rho":-0.0008,"theta":-0.004,"vega":0.006},"bid":0.03,"ask":0.06,"bs":33,"as":45,"quote_time":"2026-09-04T19:59:59.833517507Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00051000","S":58.1,"K":51.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.4311,"greeks":{"delta":-0.0303,"gamma":0.0166,"rho":-0.0005,"theta":-0.014,"vega":0.0066},"bid":0.03,"ask":0.07,"bs":6,"as":59,"quote_time":"2026-09-04T19:59:59.663554378Z","fair_low":0.0,"fair":1.3e-09,"fair_high":3.339e-07,"hurdle":0.092,"surplus":-0.0919999987,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016C00075000","S":58.1,"K":75.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3536,"greeks":{"delta":0.0172,"gamma":0.0063,"rho":0.001,"theta":-0.0038,"vega":0.0081},"bid":0.03,"ask":0.05,"bs":22,"as":41,"quote_time":"2026-09-04T19:59:58.700816661Z","fair_low":0.0,"fair":3e-10,"fair_high":1.598e-07,"hurdle":0.062,"surplus":-0.0619999997,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918P00054500","S":58.1,"K":54.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2095,"greeks":{"delta":-0.0354,"gamma":0.0369,"rho":-0.0006,"theta":-0.0073,"vega":0.0079},"bid":0.02,"ask":0.04,"bs":559,"as":351,"quote_time":"2026-09-04T19:59:58.448255418Z","fair_low":0.0001014508,"fair":0.0014525251,"fair_high":0.0070072892,"hurdle":0.052,"surplus":-0.0505474749,"surplus_low":-0.0518985492,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260918P00052000","S":58.1,"K":52.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.3533,"greeks":{"delta":-0.0317,"gamma":0.02,"rho":-0.0006,"theta":-0.0113,"vega":0.0072},"bid":0.03,"ask":0.06,"bs":555,"as":764,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":4e-10,"fair":4.03e-07,"fair_high":1.91999e-05,"hurdle":0.077,"surplus":-0.076999597,"surplus_low":-0.0769999996,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917P00053000","S":58.1,"K":53.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.2866,"greeks":{"delta":-0.0238,"gamma":0.0203,"rho":-0.0004,"theta":-0.0076,"vega":0.0054},"bid":0.01,"ask":0.04,"bs":114,"as":126,"quote_time":"2026-09-04T19:59:58.684080086Z","fair_low":4.8e-08,"fair":8.9747e-06,"fair_high":0.0001722509,"hurdle":0.057,"surplus":-0.0569910253,"surplus_low":-0.056999952,"fullrisk":4.2,"required_bid_target":0.105}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260916P00052000","S":58.1,"K":52.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3419,"greeks":{"delta":-0.0174,"gamma":0.0138,"rho":-0.0003,"theta":-0.0074,"vega":0.0039},"bid":0.01,"ask":0.03,"bs":42,"as":101,"quote_time":"2026-09-04T19:59:59.664254475Z","fair_low":0.0,"fair":5.27e-08,"fair_high":4.4439e-06,"hurdle":0.042,"surplus":-0.0419999473,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261009C00064000","S":58.1,"K":64.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.1716,"greeks":{"delta":0.0349,"gamma":0.0261,"rho":0.0017,"theta":-0.0038,"vega":0.0133},"bid":0.03,"ask":0.05,"bs":53,"as":69,"quote_time":"2026-09-04T19:59:59.852946735Z","fair_low":0.0006300125,"fair":0.005905775,"fair_high":0.0226270633,"hurdle":0.062,"surplus":-0.056094225,"surplus_low":-0.0613699875,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261016C00069000","S":58.1,"K":69.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2569,"greeks":{"delta":0.0251,"gamma":0.012,"rho":0.0015,"theta":-0.0038,"vega":0.0111},"bid":0.03,"ask":0.06,"bs":323,"as":390,"quote_time":"2026-09-04T19:59:59.625412241Z","fair_low":9.42e-08,"fair":1.8268e-05,"fair_high":0.0003556383,"hurdle":0.077,"surplus":-0.076981732,"surplus_low":-0.0769999058,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260925C00065000","S":58.1,"K":65.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.2259,"greeks":{"delta":0.0148,"gamma":0.0128,"rho":0.0004,"theta":-0.0031,"vega":0.0048},"bid":0.01,"ask":0.02,"bs":38,"as":106,"quote_time":"2026-09-04T19:59:59.734523483Z","fair_low":4.539e-07,"fair":4.45825e-05,"fair_high":0.0006034258,"hurdle":0.027,"surplus":-0.0269554175,"surplus_low":-0.0269995461,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260914C00060000","S":58.1,"K":60.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.1593,"greeks":{"delta":0.0784,"gamma":0.1142,"rho":0.0009,"theta":-0.0139,"vega":0.0118},"bid":0.04,"ask":0.05,"bs":225,"as":168,"quote_time":"2026-09-04T19:59:59.397815917Z","fair_low":0.0108318807,"fair":0.0341617253,"fair_high":0.0717431769,"hurdle":0.057,"surplus":-0.0228382747,"surplus_low":-0.0461681193,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260918P00054000","S":58.1,"K":54.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2671,"greeks":{"delta":-0.052,"gamma":0.0395,"rho":-0.0009,"theta":-0.0127,"vega":0.0107},"bid":0.05,"ask":0.07,"bs":412,"as":448,"quote_time":"2026-09-04T19:59:59.407643688Z","fair_low":1.42372e-05,"fair":0.0003851475,"fair_high":0.0026569288,"hurdle":0.082,"surplus":-0.0816148525,"surplus_low":-0.0819857628,"fullrisk":7.2,"required_bid_target":0.18}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260914P00054000","S":58.1,"K":54.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.2999,"greeks":{"delta":-0.036,"gamma":0.0327,"rho":-0.0004,"theta":-0.0134,"vega":0.0064},"bid":0.01,"ask":0.06,"bs":190,"as":239,"quote_time":"2026-09-04T19:59:59.964053712Z","fair_low":4.891e-07,"fair":3.88005e-05,"fair_high":0.0004748149,"hurdle":0.087,"surplus":-0.0869611995,"surplus_low":-0.0869995109,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260914P00053000","S":58.1,"K":53.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.3782,"greeks":{"delta":-0.0364,"gamma":0.0262,"rho":-0.0004,"theta":-0.0171,"vega":0.0064},"bid":0.03,"ask":0.06,"bs":5,"as":143,"quote_time":"2026-09-04T19:59:59.841208139Z","fair_low":8e-10,"fair":5.853e-07,"fair_high":2.40948e-05,"hurdle":0.077,"surplus":-0.0769994147,"surplus_low":-0.0769999992,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261002P00050000","S":58.1,"K":50.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.324,"greeks":{"delta":-0.0327,"gamma":0.0148,"rho":-0.0013,"theta":-0.007,"vega":0.0111},"bid":0.05,"ask":0.08,"bs":287,"as":305,"quote_time":"2026-09-04T19:59:59.606441767Z","fair_low":2.1e-09,"fair":1.3131e-06,"fair_high":5.01548e-05,"hurdle":0.097,"surplus":-0.0969986869,"surplus_low":-0.0969999979,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260915C00062000","S":58.1,"K":62.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.2533,"greeks":{"delta":0.0453,"gamma":0.0437,"rho":0.0006,"theta":-0.0132,"vega":0.0082},"bid":0.01,"ask":0.07,"bs":11,"as":47,"quote_time":"2026-09-04T19:59:59.665362765Z","fair_low":2.45152e-05,"fair":0.0005469672,"fair_high":0.0033737997,"hurdle":0.102,"surplus":-0.1014530328,"surplus_low":-0.1019754848,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261016P00043000","S":58.1,"K":43.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.4263,"greeks":{"delta":-0.012,"gamma":0.0038,"rho":-0.0008,"theta":-0.0032,"vega":0.0059},"bid":0.01,"ask":0.06,"bs":107,"as":106,"quote_time":"2026-09-04T19:59:58.700822459Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261009P00040000","S":58.1,"K":40.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.5874,"greeks":{"delta":-0.0122,"gamma":0.0031,"rho":-0.0007,"theta":-0.0049,"vega":0.0054},"bid":0.03,"ask":0.06,"bs":16,"as":51,"quote_time":"2026-09-04T19:59:59.592098088Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00045000","S":58.1,"K":45.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.5288,"greeks":{"delta":-0.0122,"gamma":0.0047,"rho":-0.0004,"theta":-0.0059,"vega":0.0041},"bid":0.01,"ask":0.05,"bs":26,"as":54,"quote_time":"2026-09-04T19:59:58.700553842Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260918P00053000","S":58.1,"K":53.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2894,"greeks":{"delta":-0.0304,"gamma":0.0235,"rho":-0.0005,"theta":-0.0089,"vega":0.0069},"bid":0.01,"ask":0.06,"bs":358,"as":322,"quote_time":"2026-09-04T19:59:59.971421222Z","fair_low":1.3e-07,"fair":1.74353e-05,"fair_high":0.0002834713,"hurdle":0.087,"surplus":-0.0869825647,"surplus_low":-0.08699987,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260917C00063000","S":58.1,"K":63.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.282,"greeks":{"delta":0.0455,"gamma":0.0353,"rho":0.0007,"theta":-0.0132,"vega":0.0092},"bid":0.03,"ask":0.07,"bs":28,"as":51,"quote_time":"2026-09-04T19:59:58.700384201Z","fair_low":2.2742e-06,"fair":0.0001168994,"fair_high":0.0011318121,"hurdle":0.092,"surplus":-0.0918831006,"surplus_low":-0.0919977258,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918C00061000","S":58.1,"K":61.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.1787,"greeks":{"delta":0.0644,"gamma":0.0698,"rho":0.0011,"theta":-0.0107,"vega":0.0127},"bid":0.02,"ask":0.08,"bs":432,"as":285,"quote_time":"2026-09-04T19:59:59.136648187Z","fair_low":0.0028520815,"fair":0.0141830923,"fair_high":0.0384600985,"hurdle":0.112,"surplus":-0.0978169077,"surplus_low":-0.1091479185,"fullrisk":8.2,"required_bid_target":0.205}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260914P00055000","S":58.1,"K":55.0,"T":0.0273972603,"sigma":0.1240584425,"iv":0.2556,"greeks":{"delta":-0.0563,"gamma":0.0551,"rho":-0.0006,"theta":-0.0163,"vega":0.0091},"bid":0.03,"ask":0.07,"bs":364,"as":458,"quote_time":"2026-09-04T19:59:59.902508026Z","fair_low":7.57055e-05,"fair":0.0011095165,"fair_high":0.0055385939,"hurdle":0.092,"surplus":-0.0908904835,"surplus_low":-0.0919242945,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF261002P00047000","S":58.1,"K":47.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.4133,"greeks":{"delta":-0.0208,"gamma":0.008,"rho":-0.0009,"theta":-0.0062,"vega":0.0076},"bid":0.03,"ask":0.07,"bs":94,"as":212,"quote_time":"2026-09-04T19:59:58.701988292Z","fair_low":0.0,"fair":0.0,"fair_high":2.59e-08,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260930C00066000","S":58.1,"K":66.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2624,"greeks":{"delta":0.0309,"gamma":0.0182,"rho":0.0011,"theta":-0.006,"vega":0.0102},"bid":0.03,"ask":0.06,"bs":48,"as":217,"quote_time":"2026-09-04T19:59:58.674853882Z","fair_low":3.05e-07,"fair":3.64338e-05,"fair_high":0.0005491324,"hurdle":0.077,"surplus":-0.0769635662,"surplus_low":-0.076999695,"fullrisk":6.2,"required_bid_target":0.155}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

Sep8 calculation; Sep4 quotes as timestamped, not executable. CRR200,r.04,q0 assumed,sigma.5RV20var+.5EWMAvar;low/high=.8/1.2sigma,fee.20USD assumed. [{"symbol":"XLF","occ":"XLF260917C00062000","S":58.1,"K":62.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.2074,"greeks":{"delta":0.0324,"gamma":0.0364,"rho":0.0005,"theta":-0.0074,"vega":0.007},"bid":0.01,"ask":0.04,"bs":266,"as":256,"quote_time":"2026-09-04T19:59:59.451185899Z","fair_low":9.45583e-05,"fair":0.0013905309,"fair_high":0.0068248423,"hurdle":0.057,"surplus":-0.0556094691,"surplus_low":-0.0569054417,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260916P00051000","S":58.1,"K":51.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3925,"greeks":{"delta":-0.0154,"gamma":0.0108,"rho":-0.0002,"theta":-0.0076,"vega":0.0035},"bid":0.01,"ask":0.03,"bs":23,"as":214,"quote_time":"2026-09-04T19:59:58.700375495Z","fair_low":0.0,"fair":3e-10,"fair_high":1.149e-07,"hurdle":0.042,"surplus":-0.0419999997,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261002P00040000","S":58.1,"K":40.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.6279,"greeks":{"delta":-0.0089,"gamma":0.0025,"rho":-0.0004,"theta":-0.0045,"vega":0.0037},"bid":0.01,"ask":0.05,"bs":30,"as":48,"quote_time":"2026-09-04T19:59:58.700715474Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code