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":"XLF261016P00038000","S":58.1,"K":38.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.577,"greeks":{"delta":-0.009,"gamma":0.0022,"rho":-0.0006,"theta":-0.0034,"vega":0.0046},"bid":0.01,"ask":0.06,"bs":47,"as":123,"quote_time":"2026-09-04T19:59:58.675109626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260925P00052500","S":58.1,"K":52.5,"T":0.0575342466,"sigma":0.1240584425,"iv":0.258,"greeks":{"delta":-0.0337,"gamma":0.0225,"rho":-0.001,"theta":-0.0067,"vega":0.0097},"bid":0.01,"ask":0.08,"bs":176,"as":167,"quote_time":"2026-09-04T19:59:58.684144262Z","fair_low":1.5577e-06,"fair":9.5239e-05,"fair_high":0.0010164728,"hurdle":0.117,"surplus":-0.116904761,"surplus_low":-0.1169984423,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF261009P00050000","S":58.1,"K":50.0,"T":0.095890411,"sigma":0.1240584425,"iv":0.2646,"greeks":{"delta":-0.0229,"gamma":0.0119,"rho":-0.0012,"theta":-0.0037,"vega":0.0093},"bid":0.01,"ask":0.07,"bs":226,"as":152,"quote_time":"2026-09-04T19:59:58.675057551Z","fair_low":6.62e-08,"fair":1.30409e-05,"fair_high":0.000253059,"hurdle":0.102,"surplus":-0.1019869591,"surplus_low":-0.1019999338,"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

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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":"XLF260930C00069000","S":58.1,"K":69.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2999,"greeks":{"delta":0.0134,"gamma":0.0078,"rho":0.0005,"theta":-0.0033,"vega":0.005},"bid":0.01,"ask":0.03,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:58.700584922Z","fair_low":0.0,"fair":4.54e-08,"fair_high":4.8352e-06,"hurdle":0.042,"surplus":-0.0419999546,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016P00036000","S":58.1,"K":36.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.5995,"greeks":{"delta":-0.0052,"gamma":0.0013,"rho":-0.0003,"theta":-0.0022,"vega":0.0029},"bid":0.01,"ask":0.03,"bs":120,"as":328,"quote_time":"2026-09-04T19:59:58.675109626Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF260918C00064000","S":58.1,"K":64.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2841,"greeks":{"delta":0.0278,"gamma":0.0223,"rho":0.0005,"theta":-0.0085,"vega":0.0064},"bid":0.01,"ask":0.05,"bs":35,"as":72,"quote_time":"2026-09-04T19:59:58.700469918Z","fair_low":8.12e-08,"fair":1.33431e-05,"fair_high":0.0002462862,"hurdle":0.072,"surplus":-0.0719866569,"surplus_low":-0.0719999188,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261002P00045000","S":58.1,"K":45.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.4111,"greeks":{"delta":-0.0071,"gamma":0.0032,"rho":-0.0003,"theta":-0.0024,"vega":0.003},"bid":0.01,"ask":0.02,"bs":63,"as":82,"quote_time":"2026-09-04T19:59:59.841917563Z","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}] 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":"XLF260930P00042000","S":58.1,"K":42.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.5486,"greeks":{"delta":-0.0073,"gamma":0.0025,"rho":-0.0003,"theta":-0.0035,"vega":0.003},"bid":0.01,"ask":0.03,"bs":28,"as":52,"quote_time":"2026-09-04T19:59:58.70057639Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016P00044000","S":58.1,"K":44.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.38,"greeks":{"delta":-0.0098,"gamma":0.0036,"rho":-0.0006,"theta":-0.0024,"vega":0.005},"bid":0.01,"ask":0.04,"bs":45,"as":66,"quote_time":"2026-09-04T19:59:59.835547378Z","fair_low":0.0,"fair":0.0,"fair_high":3e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF261016C00072000","S":58.1,"K":72.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.31,"greeks":{"delta":0.0214,"gamma":0.0087,"rho":0.0013,"theta":-0.004,"vega":0.0097},"bid":0.03,"ask":0.06,"bs":42,"as":72,"quote_time":"2026-09-04T19:59:59.003250938Z","fair_low":0.0,"fair":1.083e-07,"fair_high":9.5749e-06,"hurdle":0.077,"surplus":-0.0769998917,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260911P00055500","S":58.1,"K":55.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.2627,"greeks":{"delta":-0.0452,"gamma":0.0595,"rho":-0.0003,"theta":-0.0187,"vega":0.0058},"bid":0.01,"ask":0.05,"bs":519,"as":341,"quote_time":"2026-09-04T19:59:58.657270633Z","fair_low":6.81611e-05,"fair":0.0009792476,"fair_high":0.0048192118,"hurdle":0.072,"surplus":-0.0710207524,"surplus_low":-0.0719318389,"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":"XLF260916P00054000","S":58.1,"K":54.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.2651,"greeks":{"delta":-0.0359,"gamma":0.0326,"rho":-0.0005,"theta":-0.0104,"vega":0.0072},"bid":0.03,"ask":0.04,"bs":132,"as":104,"quote_time":"2026-09-04T19:59:59.645455629Z","fair_low":3.4197e-06,"fair":0.0001425849,"fair_high":0.0012802908,"hurdle":0.047,"surplus":-0.0468574151,"surplus_low":-0.0469965803,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260930P00048000","S":58.1,"K":48.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3941,"greeks":{"delta":-0.0226,"gamma":0.0093,"rho":-0.0009,"theta":-0.0066,"vega":0.0078},"bid":0.03,"ask":0.07,"bs":99,"as":109,"quote_time":"2026-09-04T19:59:59.849546682Z","fair_low":0.0,"fair":4e-10,"fair_high":1.608e-07,"hurdle":0.092,"surplus":-0.0919999996,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260925C00062500","S":58.1,"K":62.5,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1916,"greeks":{"delta":0.0493,"gamma":0.0412,"rho":0.0014,"theta":-0.0073,"vega":0.0132},"bid":0.03,"ask":0.07,"bs":240,"as":202,"quote_time":"2026-09-04T19:59:58.684175518Z","fair_low":0.0005868993,"fair":0.0051638209,"fair_high":0.0191738964,"hurdle":0.092,"surplus":-0.0868361791,"surplus_low":-0.0914131007,"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

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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":"XLF261002C00063500","S":58.1,"K":63.5,"T":0.0767123288,"sigma":0.1240584425,"iv":0.1778,"greeks":{"delta":0.0335,"gamma":0.0276,"rho":0.0013,"theta":-0.0042,"vega":0.0113},"bid":0.03,"ask":0.04,"bs":178,"as":213,"quote_time":"2026-09-04T19:59:58.684230999Z","fair_low":0.0003887772,"fair":0.0041276189,"fair_high":0.0168576056,"hurdle":0.047,"surplus":-0.0428723811,"surplus_low":-0.0466112228,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260918P00053500","S":58.1,"K":53.5,"T":0.0383561644,"sigma":0.1240584425,"iv":0.2714,"greeks":{"delta":-0.0361,"gamma":0.029,"rho":-0.0006,"theta":-0.0097,"vega":0.008},"bid":0.01,"ask":0.07,"bs":867,"as":824,"quote_time":"2026-09-04T19:59:58.674703618Z","fair_low":1.4706e-06,"fair":8.60281e-05,"fair_high":0.0008958316,"hurdle":0.102,"surplus":-0.1019139719,"surplus_low":-0.1019985294,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260915P00053000","S":58.1,"K":53.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.3466,"greeks":{"delta":-0.0335,"gamma":0.025,"rho":-0.0004,"theta":-0.0137,"vega":0.0064},"bid":0.01,"ask":0.07,"bs":54,"as":231,"quote_time":"2026-09-04T19:59:58.700348962Z","fair_low":3.8e-09,"fair":1.6595e-06,"fair_high":5.12443e-05,"hurdle":0.102,"surplus":-0.1019983405,"surplus_low":-0.1019999962,"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

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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":"XLF260911P00055000","S":58.1,"K":55.0,"T":0.0191780822,"sigma":0.1240584425,"iv":0.3037,"greeks":{"delta":-0.0398,"gamma":0.0465,"rho":-0.0003,"theta":-0.0196,"vega":0.0052},"bid":0.01,"ask":0.05,"bs":348,"as":187,"quote_time":"2026-09-04T19:59:58.683989027Z","fair_low":4.0228e-06,"fair":0.0001516205,"fair_high":0.0012213631,"hurdle":0.072,"surplus":-0.0718483795,"surplus_low":-0.0719959772,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF261016P00048000","S":58.1,"K":48.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2883,"greeks":{"delta":-0.0172,"gamma":0.0078,"rho":-0.0011,"theta":-0.0029,"vega":0.0081},"bid":0.02,"ask":0.05,"bs":686,"as":531,"quote_time":"2026-09-04T19:59:58.655337618Z","fair_low":5e-10,"fair":5.962e-07,"fair_high":3.0572e-05,"hurdle":0.067,"surplus":-0.0669994038,"surplus_low":-0.0669999995,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260925P00048000","S":58.1,"K":48.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.437,"greeks":{"delta":-0.0209,"gamma":0.0089,"rho":-0.0006,"theta":-0.0077,"vega":0.0065},"bid":0.03,"ask":0.06,"bs":86,"as":104,"quote_time":"2026-09-04T19:59:59.637645963Z","fair_low":0.0,"fair":0.0,"fair_high":7e-09,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"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":"XLF260911P00056500","S":58.1,"K":56.5,"T":0.0191780822,"sigma":0.1240584425,"iv":0.1781,"greeks":{"delta":-0.0633,"gamma":0.1146,"rho":-0.0004,"theta":-0.0164,"vega":0.0076},"bid":0.02,"ask":0.04,"bs":188,"as":196,"quote_time":"2026-09-04T19:59:59.903355394Z","fair_low":0.0052718857,"fair":0.0194503752,"fair_high":0.0443431454,"hurdle":0.052,"surplus":-0.0325496248,"surplus_low":-0.0467281143,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"XLF","occ":"XLF260925C00064000","S":58.1,"K":64.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.1985,"greeks":{"delta":0.0166,"gamma":0.0161,"rho":0.0005,"theta":-0.003,"vega":0.0053},"bid":0.01,"ask":0.02,"bs":171,"as":294,"quote_time":"2026-09-04T19:59:58.6747471Z","fair_low":1.06672e-05,"fair":0.0003447329,"fair_high":0.0026781186,"hurdle":0.027,"surplus":-0.0266552671,"surplus_low":-0.0269893328,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260930C00068000","S":58.1,"K":68.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.3072,"greeks":{"delta":0.0243,"gamma":0.0128,"rho":0.0009,"theta":-0.0057,"vega":0.0083},"bid":0.03,"ask":0.05,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:58.700600516Z","fair_low":4e-10,"fair":5.079e-07,"fair_high":2.50636e-05,"hurdle":0.062,"surplus":-0.0619994921,"surplus_low":-0.0619999996,"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":"XLF261009C00063500","S":58.1,"K":63.5,"T":0.095890411,"sigma":0.1240584425,"iv":0.1665,"greeks":{"delta":0.0435,"gamma":0.0322,"rho":0.0022,"theta":-0.0044,"vega":0.0159},"bid":0.04,"ask":0.06,"bs":538,"as":852,"quote_time":"2026-09-04T19:59:58.675012443Z","fair_low":0.0015406918,"fair":0.0108294277,"fair_high":0.0355015036,"hurdle":0.072,"surplus":-0.0611705723,"surplus_low":-0.0704593082,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261002C00065000","S":58.1,"K":65.0,"T":0.0767123288,"sigma":0.1240584425,"iv":0.2214,"greeks":{"delta":0.0311,"gamma":0.0209,"rho":0.0012,"theta":-0.0049,"vega":0.0107},"bid":0.01,"ask":0.07,"bs":77,"as":286,"quote_time":"2026-09-04T19:59:58.684247608Z","fair_low":1.19261e-05,"fair":0.0003978463,"fair_high":0.0030981912,"hurdle":0.102,"surplus":-0.1016021537,"surplus_low":-0.1019880739,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260925C00062000","S":58.1,"K":62.0,"T":0.0575342466,"sigma":0.1240584425,"iv":0.181,"greeks":{"delta":0.0605,"gamma":0.0513,"rho":0.0017,"theta":-0.0081,"vega":0.0155},"bid":0.04,"ask":0.08,"bs":288,"as":164,"quote_time":"2026-09-04T19:59:58.088367045Z","fair_low":0.0018366834,"fair":0.0112746549,"fair_high":0.033920622,"hurdle":0.102,"surplus":-0.0907253451,"surplus_low":-0.1001633166,"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

qlizhXKOGJUfUbY53u2a8lGoHnMLtu9ZQNOR3DetdA5HXVShGGuIUHxR81C9DFAX+H3PtY6PBHFxVcAWRYMrojn6166jJq9T/ODIp/mqC3gENiXmcSKTbwz2HPhBeS70IKqWO8XDUmgtKqXD3FD625vN04CQ1UuC65upZZW08YBj+ocqvt6YToQWI1nOslzggQFGdr7mPtwXGZ6QuowC/kbMzEmDytBUOtsytH6BtPXee/OsbWxPq06QSj/4bnmhAwrkTZjJYgQG4vnQh0a2jKY9cSZG5pUoAd9af7/ifGYo4rUWXW3gOfIPQIAIid7VJSwbArcI0kv+GtdXUjDJ/IGiOErcNOYoA6l3qeHqCifwWVpZOR4wCdP3i0MgJDFXig69ml+siZBlXVKm/gJyLGN+7GmeIZ6IFtNnP0w/lGqfOdEZ3fgTYlHrxV2ecDsZTHKsbW8OraI0KYlIEqxgD5e0UcByTrECZ9T8Fj28ABntatac/N+gFyIloCHkGvltPz9NnYjjeBAPgEmOLG0qC9Q618jwR1FsHmAEVLWQX88z/IGJO5xaC+Bhk+gPIXn17/Ggs4u6SZJcwdFCMhMHS/1tcp17HbJMZtigqfSJTPHuCvW/40qK3YjdZAMsn0Z6M1b13F2HCb14JlIGme38w0c8twljG90guuHEUVgSjOhVPyGyUIRhAJuKBLRF2F3bIWsWfdYOviMJzvxMMRmwjv+d8fHdhtSbMlDg9UdFPbKDl3ykDbU7389jISEReySNGkktftL+zRhwSn3NmmxAwTEyOtclDHOjk1sEHCYCjmfS6xwzX1Q1EIbH1xnz32qfajkNTJKL1ZI+V9bjWNb4B5RFboQa3ZkKgNgNMP9L4IiV5BRsKmze9QOEiY9QGuOLjpfFPedEC+uHnWGjOgOWY6z6QldRvGqVeZMS7pqzCrmvhEdd5CsfFnnl5vAIhibEu2xFnWyHCOI8Cp8LAHdMhIuU3teK/64q1Zf4qFrCqFBxv2lb1pSHCwRAMNFvlOOnC95mqkVj/1864gR1dFMQGwcsvmWkFRnPKlgCjJV7snZz7KXyQ5g4+m8flx6JxlTptsMm+6o9oE3MTz0WAYGe+e+CtfMswCCfFWKDIBNSCL4nFmEIFuPh1N8wpHJvZ6AIAdKY0Ee6NEYtFtOYsPAyTRa6Jtq7TbOOZn8CBxZwuKVw8S6qDEC8AXFF5acjMtMozsJftyHLygcYJ6NtPx9RT+vIgLReDTJEd7SGU/CssoNyeeHdgFWs+vHTMqFeTx+iOvY97gyxfQ56CE5jUlJR3o+jw5YBBON4fbIW4srJiNhxLBzsbwBjb/qd6+nsiKaNXRaLFI+NZFbBTmzWuISrYPD7ltBxpYNU+iCCcoulu6SOGiZafYsAVOD8OMTROBoE8GpYV1Mefv7k4UbqSa7DzPCdAMqZUteemZigDoEa8j9X1IeZT2sVxgMMwP4OQZoCG11fFfoPwCLpFaNVKJX+5wE947pULrLxZUujuUOJrBcED7YRqONqh3NjeEnoH6eXqdHb+B2cDzmFp/XoNsw7b6CrVuam9pbldXRebCQGr4UxuM3EbUwxe5BHhCltKViXx1R8z/0SIMubounIjpsdttzMdiFqKmV3ZQ2t/Lh08xejZK+IpECpyITVGJuh8DS4DmJonoi3DddJpOIv9G+k32AMf9Q5t2g2Df86voAUf2TSm9+K+H2yJxhK4WzbQNyJmpQ8Ufqqz7lIemhZRe4YyjvcHeWOQhVYJ4RybncCx8+xKNQKggeevXQmtgjIDgoeLSXOh7MOKS4jwcX0X5vpZUOZwBmG2JVJ8dxE+wckxw3oCYiWeurPiJDdOK7xQNRnvETzuDEbVDlnzIo5ApwyA2BLuU0EF+3gnk9FSiz238lYEE8FxftDXWjKBqnJtlFuzuxhgEYv6WwVBbMGfY/Vajes5s7vUjZsDKJhpH7NyCsPRce36DMqT/11WhIZajFyyUWRO3 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":"XLF260930C00064000","S":58.1,"K":64.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2041,"greeks":{"delta":0.0346,"gamma":0.0257,"rho":0.0012,"theta":-0.0052,"vega":0.0112},"bid":0.01,"ask":0.07,"bs":55,"as":52,"quote_time":"2026-09-04T19:59:59.662415473Z","fair_low":7.26678e-05,"fair":0.0013248188,"fair_high":0.007227116,"hurdle":0.102,"surplus":-0.1006751812,"surplus_low":-0.1019273322,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00049000","S":58.1,"K":49.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.4962,"greeks":{"delta":-0.021,"gamma":0.0101,"rho":-0.0004,"theta":-0.0114,"vega":0.0051},"bid":0.03,"ask":0.05,"bs":176,"as":304,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"XLF","occ":"XLF260915C00061000","S":58.1,"K":61.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.1831,"greeks":{"delta":0.0397,"gamma":0.0544,"rho":0.0005,"theta":-0.0087,"vega":0.0074},"bid":0.01,"ask":0.04,"bs":329,"as":351,"quote_time":"2026-09-04T19:59:59.643907314Z","fair_low":0.0008580814,"fair":0.0060083699,"fair_high":0.0198555567,"hurdle":0.057,"surplus":-0.0509916301,"surplus_low":-0.0561419186,"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

Y5oGBbqLxeVX9Mh2kVb1+ZR/iqxpxMic2TvUl90cXxjC8QKEgsQTeDuZjUXiQ3I61JFQzcjaShniqrDeAbpknB9Xjh7Tncw85cISZtOZbgcLHHkSprxx1I4WuO+YIvFvchR72+0oDOJYn7JD/q3vttHUokwkh8uCfHGe9oq6zRA/QdBTeRMMuUm+EnaatZiMb0533pKPPUVBvTWAlGl6qg18dszN9OwsJUDIgZfTqxWBpjkfwr2CfA4XkoUFY/IyCeKqUiMGPN1SnM7S3TVZPpowYUYhmvq+PW68+khOvFYnR9spy2WIeZPLWqhyLeWlEX9+rmtxfnLtS4seywB6O/XxJb8lASfL4+dKLHlwiAv3iQGMr5ptytfqkdWRBd4TB+8FXVEzpHr7nxx3PvIgTXb0Sqim+ijAn9g+qoL/uAsxmHotVY44fCH0REH1Syv8hMAZszhQsueREM12sHiLJ6ToUPu/SJVHfKar0qnzkrDhT9lHrYeDyDUd+NrDEUuwtbCiMa0/Pb4P+ftxOWaVNJxXbUpfdzkxcMdo103UQJ432X4kWDg/GdQGuYOUJ4bhSXdG2mZrI1wfMvqFynGFeNjOm6tPOIYUokXCBCQYKKtlRRUMACzc+B11nS7tkhvs9ApLnSSAhRvC3kYaJYq2OTLa58f/6ZuZ8UU39bP9D9lXE/Vbb1gPaSfJH89vFRa5acelh5cGqqhNVHrmXc+jHcAQM06nJ0pCJy4/CLPCx3+frYzoexQPj3aC4XXy/WXKFeHlod9YokPmb3in/lXFjXghHGU3Him4ta4rwcm4Z4+jMxT9u9BcbYyrXCM1CMccTNGVszHjvteSH97c2e3vEuWAxUN3bdlryR/0lnNrhIP3nk4xCOzQG5S4UXu8jRRtjucfIio003DAJhhwCttdMQQ7MfONP2XHxhe0dqeXtgbWYr8TgV2433CTT79X4v/BVJ7WaMRn318DMJnqz/JDa0lOwh/37X4E0FwaG+46pYCDzaI/xb3sGrVIarzAa4ynlOLuSrhk4pAFtNx7wXPC4O4/TgLJOs+jhTjMFirrwWoKCUmTXi7SKO/z4rrbowXg4oM/5rbhN8LJL/YoIr8jrGlRvzh/PJ8ITqpIGxespCoDGKt3vuRk4ptdrOQHChCDe/z3blPLau4p4ncsLhhJR5ySsr7m7r5GAZhf404V+iBh7BXqxEGEsNGDqPoZ8wMibGR/Tvkv2qXHdW4cKdu3mHTLlwdNI25n6q6FmPJlvbn8MWqQyYq24iH4Y9bxhYGIqe02ayjlsFOwB7a5o/VR55VB+ZkMHRIvVH5JlPcSxVr+hl+cdW+xFJtM8p0LRKwd0UvZ2KpJUo2PWIhx0kfCg+3c4BPGV868I9STDVGGz0x9yxVE3iM5e75X9XGA3cSHLbbXCy4f+gSJ1Z245gDDoC9f7aFtArG/P6CPBAWyHYCHUDSq+yEfper4t758PmhbwcN+LV9x38nP6IIIvtm/l7KZ7KMYUkD3N05ujZRcR+t/tFPg8/d+ujbQyAwT2cAwQfaC8/8fx95/ensghzFaR5ttPFYRePjJH4R9Yv3VjwpPC2JqUGmbXgnPyjIeQt6leNtHzdRy8+0tkhX47uKfOJKHam2+ycZ1KhXWZT5QH3IWH2Xm0ll4Ns1AzjlNjZ6wgclU/7Rbg8cn/7dvYjuGySQasJ2LeJyGGPUMxF6d6HR9EGOxZwS40ZUCZND4ijGhywfSLsKi8b0jnDM2ZQUUwd9QjcldTVCfqmE+Sn1ayGtPqUFWY9ieTq8YP2sp3kxeV9AFO9W2fTKqdmosG9jm+DsyX1JcgGlNPW9/gq7rBWf6Bhgy33pwAGLgNXtap013fya2XoUIAWCzhhR0F3k6bGLf5lQloq1hQsR/Ah9bJXYpYEXQPHdN33LK/YRyYy6vVhewi3hPDZv9AYWF+cbK8STjTN+swQo+lzmXuKWdaJihbImfodXFd9dgDMZdHhHhgsmP1C 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":"XLF260917P00050000","S":58.1,"K":50.0,"T":0.0356164384,"sigma":0.1240584425,"iv":0.4674,"greeks":{"delta":-0.0232,"gamma":0.0122,"rho":-0.0004,"theta":-0.0122,"vega":0.0053},"bid":0.01,"ask":0.07,"bs":3,"as":31,"quote_time":"2026-09-04T19:59:59.646111151Z","fair_low":0.0,"fair":0.0,"fair_high":6.3e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260915P00051000","S":58.1,"K":51.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.4533,"greeks":{"delta":-0.0234,"gamma":0.0142,"rho":-0.0003,"theta":-0.0133,"vega":0.0048},"bid":0.01,"ask":0.06,"bs":19,"as":59,"quote_time":"2026-09-04T19:59:58.70035954Z","fair_low":0.0,"fair":0.0,"fair_high":3.5e-08,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF261016C00073000","S":58.1,"K":73.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.3269,"greeks":{"delta":0.0204,"gamma":0.0079,"rho":0.0012,"theta":-0.004,"vega":0.0094},"bid":0.03,"ask":0.06,"bs":19,"as":64,"quote_time":"2026-09-04T19:59:59.663252251Z","fair_low":0.0,"fair":1.73e-08,"fair_high":2.5544e-06,"hurdle":0.077,"surplus":-0.0769999827,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260918P00047000","S":58.1,"K":47.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.5983,"greeks":{"delta":-0.0177,"gamma":0.0072,"rho":-0.0003,"theta":-0.0119,"vega":0.0044},"bid":0.03,"ask":0.05,"bs":150,"as":382,"quote_time":"2026-09-04T19:59:58.674668623Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"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":"XLF260918C00062000","S":58.1,"K":62.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.1816,"greeks":{"delta":0.0222,"gamma":0.0289,"rho":0.0004,"theta":-0.0045,"vega":0.0053},"bid":0.01,"ask":0.02,"bs":444,"as":321,"quote_time":"2026-09-04T19:59:59.951789171Z","fair_low":0.000161882,"fair":0.0019941123,"fair_high":0.009056384,"hurdle":0.027,"surplus":-0.0250058877,"surplus_low":-0.026838118,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"XLF","occ":"XLF260930C00062000","S":58.1,"K":62.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.1499,"greeks":{"delta":0.05,"gamma":0.0471,"rho":0.0018,"theta":-0.0052,"vega":0.015},"bid":0.03,"ask":0.06,"bs":203,"as":272,"quote_time":"2026-09-04T19:59:59.166454374Z","fair_low":0.0050142935,"fair":0.0230821405,"fair_high":0.0602927685,"hurdle":0.077,"surplus":-0.0539178595,"surplus_low":-0.0719857065,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"XLF","occ":"XLF260930P00052000","S":58.1,"K":52.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.2303,"greeks":{"delta":-0.0234,"gamma":0.0165,"rho":-0.0009,"theta":-0.0039,"vega":0.0081},"bid":0.01,"ask":0.05,"bs":723,"as":369,"quote_time":"2026-09-04T19:59:59.70257653Z","fair_low":2.3951e-06,"fair":0.0001308456,"fair_high":0.0013135427,"hurdle":0.072,"surplus":-0.0718691544,"surplus_low":-0.0719976049,"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":"XLF260918P00050000","S":58.1,"K":50.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.4016,"greeks":{"delta":-0.0138,"gamma":0.0087,"rho":-0.0002,"theta":-0.0064,"vega":0.0035},"bid":0.01,"ask":0.03,"bs":460,"as":484,"quote_time":"2026-09-04T19:59:59.419411459Z","fair_low":0.0,"fair":0.0,"fair_high":2.05e-08,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"XLF","occ":"XLF261016C00066000","S":58.1,"K":66.0,"T":0.1150684932,"sigma":0.1240584425,"iv":0.2096,"greeks":{"delta":0.0385,"gamma":0.021,"rho":0.0023,"theta":-0.0045,"vega":0.0159},"bid":0.04,"ask":0.08,"bs":162,"as":353,"quote_time":"2026-09-04T19:59:59.619217212Z","fair_low":6.02451e-05,"fair":0.0012700166,"fair_high":0.0074923041,"hurdle":0.102,"surplus":-0.1007299834,"surplus_low":-0.1019397549,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260915P00052000","S":58.1,"K":52.0,"T":0.0301369863,"sigma":0.1240584425,"iv":0.4213,"greeks":{"delta":-0.0342,"gamma":0.0209,"rho":-0.0004,"theta":-0.017,"vega":0.0065},"bid":0.03,"ask":0.07,"bs":26,"as":110,"quote_time":"2026-09-04T19:59:59.489061162Z","fair_low":0.0,"fair":1.51e-08,"fair_high":1.8526e-06,"hurdle":0.092,"surplus":-0.0919999849,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00048000","S":58.1,"K":48.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.5238,"greeks":{"delta":-0.0155,"gamma":0.0074,"rho":-0.0003,"theta":-0.0093,"vega":0.0039},"bid":0.01,"ask":0.05,"bs":156,"as":376,"quote_time":"2026-09-04T19:59:58.674668623Z","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":"XLF260930P00043000","S":58.1,"K":43.0,"T":0.0712328767,"sigma":0.1240584425,"iv":0.4955,"greeks":{"delta":-0.0062,"gamma":0.0024,"rho":-0.0002,"theta":-0.0027,"vega":0.0026},"bid":0.01,"ask":0.02,"bs":12,"as":52,"quote_time":"2026-09-04T19:59:58.700594976Z","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":"XLF260916P00053000","S":58.1,"K":53.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.3342,"greeks":{"delta":-0.0364,"gamma":0.0262,"rho":-0.0005,"theta":-0.0133,"vega":0.0073},"bid":0.01,"ask":0.08,"bs":239,"as":369,"quote_time":"2026-09-04T19:59:58.674504219Z","fair_low":1.43e-08,"fair":4.0945e-06,"fair_high":9.77875e-05,"hurdle":0.117,"surplus":-0.1169959055,"surplus_low":-0.1169999857,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"XLF","occ":"XLF260916P00050000","S":58.1,"K":50.0,"T":0.0328767123,"sigma":0.1240584425,"iv":0.511,"greeks":{"delta":-0.0273,"gamma":0.0135,"rho":-0.0004,"theta":-0.0161,"vega":0.0057},"bid":0.03,"ask":0.07,"bs":15,"as":56,"quote_time":"2026-09-04T19:59:59.620735812Z","fair_low":0.0,"fair":0.0,"fair_high":1.6e-09,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"XLF","occ":"XLF260918P00051000","S":58.1,"K":51.0,"T":0.0383561644,"sigma":0.1240584425,"iv":0.3959,"greeks":{"delta":-0.0258,"gamma":0.015,"rho":-0.0005,"theta":-0.0107,"vega":0.006},"bid":0.03,"ask":0.05,"bs":255,"as":206,"quote_time":"2026-09-04T19:59:59.4043156Z","fair_low":0.0,"fair":4.3e-09,"fair_high":8.342e-07,"hurdle":0.062,"surplus":-0.0619999957,"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