Runway

Notes

32996 observations, newest first
TSLA Sep8 CRR individual affordable leg values batch 266
Options mispricing2026-09-08 02:19
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":"TSLA","occ":"TSLA260918C00650000","S":354.08,"K":650.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":70,"as":75,"quote_time":"2026-09-04T19:59:59.405983518Z","fair_low":0.0,"fair":2.06e-08,"fair_high":6.9094e-06,"hurdle":0.117,"surplus":-0.1169999794,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"TSLA","occ":"TSLA260911C00615000","S":354.08,"K":615.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":72,"as":131,"quote_time":"2026-09-04T19:59:58.017835835Z","fair_low":0.0,"fair":0.0,"fair_high":1.1e-09,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"TSLA","occ":"TSLA260918C00820000","S":354.08,"K":820.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":30,"as":55,"quote_time":"2026-09-04T19:59:59.041080554Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"TSLA","occ":"TSLA260911C00605000","S":354.08,"K":605.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":38,"as":86,"quote_time":"2026-09-04T19:59:59.649337566Z","fair_low":0.0,"fair":0.0,"fair_high":3.8e-09,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"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
SPLV QLV90802 archive 285/478 = 285
Quant replication2026-09-08 02:19
4F8dI9u7K8JGeLggpVxSyAt1aGKLKnKF7HfesbKqCB7vlLiTdfyGscaA23EZjebn9gMV78vOsMo/fscTWtIwI2aKREgyhE8hknVC/fc6cLPCkEGY45NYhH9fVxp0RQ5j2QM6xlRIVqFtgadLycvObl5RvRoQJF291t/yhg970HSwecHEw2ScEONAwnb1TBu356O0c2aQP5MwXFjV5zU/DQi1w3DxG0xRrtqRhMfwwn/NmHr5n7RaBW2ECn+de6qB/Ts/jzwi86IjWL83wLdpEXJq9OTyYU6jd+RbjBGW9844hlQIux6vMrVuiDWSb9RLaSsiaI3PDf0lG8e7/SWpMi89ygB2TAIF4IPKwsDqfbEbcZfzppeiW6wGsSFV3FfxVFP8+nUwXp1/4dluWdj1M8g6NVJlueeOpWttJMbi32xxthDjkQRz+528O+RPxlq52Z8/xT3vK9rk1XXkwW9w9lDtD/kcrG4VTFm1S83IKxJifnxwSNJef9/oDkpag0x4GkJn8ixuyN79jTOKaXEw5qSDIfcqU96xYbfdzf+6OYTFlsF1w077Gs6z4LM79XPtDzUx4LdeHV89vyNlsyaJlGEgRpnuoRACCyQBqWPy+UrgNDGGrq/mUyZNig585v6QVo8l/XcmwedzRLoZf6uWtnBAXiVHGlxpBtsutkR0zG5homLegPxrPOjOghDsOM11goJas42ywURovb9XIbbhSV1dpLPQgJ/LvIbromWo2HVoWXKNpD1QuH1063s95xhO6IG+zaiMTYISS1f4klyC3q2YDEq1wBPGCauqQhE33rsd/dFn4SOmpplQgIoyo0TkTmH61LkKgTZcK5I55nUq/LEHwzHYVXyQe1KDKJiAma8pTzdtrmQnEvOKZCQZUkYilIhjRa3lhffRBuXAT/mabWZmn6Tc1k28YlI6/nKrJipAjGGmVzmOddmDCBmqLmFUoHIJhKaCtolY12Hbgm8+nZSD1Ojbt8QrpWI95XcpHbOBxSeRAlB1BEGk6bmR3gOJ5x7G3+fFlmAT2Yea6xdMzTcTRNv1ufSlrjafaBSi+8H67CCV4hrVsX7Dp5Eevo0pnGEkaFdreD3O3UbxEtn1K06ml28wgfoifTWo3DPOTHWT14qsWgXpIeMtKrolKDHoCKQiRmtBDE6tvDe6/TLLTYeEw8FurLjO3CaeWatsYRRiqYAcE26/yDxmAEAX2czOMFM02/ivz4IJqtEMjeXVqJhAnd6t49cZss6fcL1gQ0HXGakOM5b/VWbxdagYNq/Sg6InrPfhuGTKbK8BEvruj5H5ZyAQGvCvXAAPzfC4jvXUF2nKFbz/Voe1evparHu0phxMmo/TM6odGxNM8+cbkMgJU1VK8kxWyC0In4nzoEOH07JMbHQMqotIlPFyRCn5MySZcx++DKqvVWgtN/Lz42CGM3hwIA99ztJTl95Y7Oh4wjBf/R1znon3F9ZTMrFt4vboRBknXg8Nad7d3UOkaTvtn7FLg16Tb51sSNdt/2KBeSi86TUAzRSTLfEPmsOwwD2aY9f8o2mQY6dNMsm1dAih6A4yFZvoltVZtpU4zY7Zw4aQZ6EJbI7w3NhhlGLUHdaZaEcsRGyayA7TDoKT/WHNCVVm2zglcVCGUzwnhhqDxo0Fyk2KLI2KWULBR/h7YI0rDrtOpoxxzSOw87RBfb4VSwcGZBDq56IhsQBzzISilQCYlvOH7Fhsxuu5mRCcXA5li4/m3dqgogt+pjjwV/ugZDWbzPkbpdm15qLE2FKMwDDNvIY7SSSQkp3QOAbx28rXaapyXFS7XdkGJf+dAP8ckmLYHhkcB9SsLUAm3TXEg+HqETgGwDSkX9Y3vU0YVzM7AHDl3WvMgikfP+SexKCUgMUULG8rIyXqjD5nVEkVxYW+KOHtXJ9A28EwZpb8z/mWgXbjcHj0h0yRzeL1OqcwoGcmfScuQF4pUCLkbTxX+bvWzOW+hOEmi5JRAh53IEKwAZ QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
TSLA Sep8 CRR individual affordable leg values batch 265
Options mispricing2026-09-08 02:19
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":"TSLA","occ":"TSLA260918P00195000","S":354.08,"K":195.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":119,"as":108,"quote_time":"2026-09-04T19:59:59.147444384Z","fair_low":0.0,"fair":1.77e-08,"fair_high":5.6241e-06,"hurdle":0.102,"surplus":-0.1019999823,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00180000","S":354.08,"K":180.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":96,"as":10,"quote_time":"2026-09-04T19:59:59.722662729Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"TSLA","occ":"TSLA260911C00565000","S":354.08,"K":565.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":94,"as":70,"quote_time":"2026-09-04T19:59:59.644743822Z","fair_low":0.0,"fair":4e-10,"fair_high":4.122e-07,"hurdle":0.092,"surplus":-0.0919999996,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260918P00190000","S":354.08,"K":190.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":62,"as":61,"quote_time":"2026-09-04T19:59:59.950055751Z","fair_low":0.0,"fair":3.6e-09,"fair_high":1.7705e-06,"hurdle":0.072,"surplus":-0.0719999964,"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
SPLV QLV90802 archive 284/478 = 284
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
TSLA Sep8 CRR individual affordable leg values batch 264
Options mispricing2026-09-08 02:19
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":"TSLA","occ":"TSLA260918C00810000","S":354.08,"K":810.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":2,"as":115,"quote_time":"2026-09-04T19:59:59.406983971Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911C00510000","S":354.08,"K":510.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":217,"as":32,"quote_time":"2026-09-04T19:59:59.407089993Z","fair_low":1e-09,"fair":2.2845e-06,"fair_high":0.0001639571,"hurdle":0.057,"surplus":-0.0569977155,"surplus_low":-0.056999999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"TSLA","occ":"TSLA260911C00580000","S":354.08,"K":580.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":7,"as":84,"quote_time":"2026-09-04T19:59:59.406701502Z","fair_low":0.0,"fair":0.0,"fair_high":7.26e-08,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"TSLA","occ":"TSLA260918C00740000","S":354.08,"K":740.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":5,"as":33,"quote_time":"2026-09-04T19:59:59.40706985Z","fair_low":0.0,"fair":0.0,"fair_high":1.72e-08,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"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
TSLA Sep8 CRR individual affordable leg values batch 263
Options mispricing2026-09-08 02:19
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":"TSLA","occ":"TSLA260918P00185000","S":354.08,"K":185.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":196,"as":160,"quote_time":"2026-09-04T19:59:59.537685045Z","fair_low":0.0,"fair":7e-10,"fair_high":5.429e-07,"hurdle":0.077,"surplus":-0.0769999993,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"TSLA","occ":"TSLA260911P00255000","S":354.08,"K":255.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":277,"as":89,"quote_time":"2026-09-04T19:59:59.161651133Z","fair_low":2.99e-08,"fair":1.87083e-05,"fair_high":0.0006556258,"hurdle":0.102,"surplus":-0.1019812917,"surplus_low":-0.1019999701,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260918C00760000","S":354.08,"K":760.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":32,"as":65,"quote_time":"2026-09-04T19:59:59.949852872Z","fair_low":0.0,"fair":0.0,"fair_high":4.3e-09,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260918P00155000","S":354.08,"K":155.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":13,"as":9,"quote_time":"2026-09-04T19:59:59.407068452Z","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}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 283/478 = 283
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
TSLA Sep8 CRR individual affordable leg values batch 262
Options mispricing2026-09-08 02:19
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":"TSLA","occ":"TSLA260911C00520000","S":354.08,"K":520.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":103,"as":78,"quote_time":"2026-09-04T19:59:59.519612448Z","fair_low":1e-10,"fair":5.351e-07,"fair_high":6.07952e-05,"hurdle":0.087,"surplus":-0.0869994649,"surplus_low":-0.0869999999,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260918C00750000","S":354.08,"K":750.0,"T":0.0383561644,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":1,"as":25,"quote_time":"2026-09-04T19:59:59.405881472Z","fair_low":0.0,"fair":0.0,"fair_high":8e-09,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00170000","S":354.08,"K":170.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":96,"as":29,"quote_time":"2026-09-04T19:59:59.723921728Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"TSLA","occ":"TSLA260925P00160000","S":354.08,"K":160.0,"T":0.0575342466,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":3,"as":10,"quote_time":"2026-09-04T19:59:59.406484408Z","fair_low":0.0,"fair":8e-10,"fair_high":6.224e-07,"hurdle":0.107,"surplus":-0.1069999992,"surplus_low":-0.107,"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
SPLV QLV90802 archive 282/478 = 282
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 CRR individual affordable leg values batch 261
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260911C00060000","S":39.59,"K":60.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":33,"as":93,"quote_time":"2026-09-04T19:59:59.767979747Z","fair_low":1.881e-06,"fair":0.0001631686,"fair_high":0.0021342078,"hurdle":0.047,"surplus":-0.0468368314,"surplus_low":-0.046998119,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918C00065000","S":39.59,"K":65.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":76,"as":106,"quote_time":"2026-09-04T19:59:59.232978044Z","fair_low":8.41478e-05,"fair":0.0023051795,"fair_high":0.0157869531,"hurdle":0.087,"surplus":-0.0846948205,"surplus_low":-0.0869158522,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00245000","S":354.08,"K":245.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":313,"as":51,"quote_time":"2026-09-04T19:59:59.406629787Z","fair_low":4e-10,"fair":1.0354e-06,"fair_high":8.86784e-05,"hurdle":0.092,"surplus":-0.0919989646,"surplus_low":-0.0919999996,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"TSLA","occ":"TSLA260911P00190000","S":354.08,"K":190.0,"T":0.0191780822,"sigma":0.5370894188,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":54,"as":57,"quote_time":"2026-09-04T19:59:59.960163523Z","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}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 281/478 = 281
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 260
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260918P00023000","S":39.59,"K":23.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":45,"as":111,"quote_time":"2026-09-04T19:59:59.253021917Z","fair_low":8.3443e-06,"fair":0.0004157518,"fair_high":0.0039691481,"hurdle":0.042,"surplus":-0.0415842482,"surplus_low":-0.0419916557,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925P00021000","S":39.59,"K":21.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":16,"as":22,"quote_time":"2026-09-04T19:59:59.246469143Z","fair_low":2.46636e-05,"fair":0.0008963013,"fair_high":0.0071211965,"hurdle":0.027,"surplus":-0.0261036987,"surplus_low":-0.0269753364,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260911C00050000","S":39.59,"K":50.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":175,"quote_time":"2026-09-04T19:59:59.59456661Z","fair_low":0.0066152646,"fair":0.0378546133,"fair_high":0.1087228099,"hurdle":0.047,"surplus":-0.0091453867,"surplus_low":-0.0403847354,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260918P00020000","S":39.59,"K":20.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":22,"as":300,"quote_time":"2026-09-04T19:59:58.701115805Z","fair_low":2.39e-08,"fair":8.4348e-06,"fair_high":0.0002394531,"hurdle":0.047,"surplus":-0.0469915652,"surplus_low":-0.0469999761,"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
SPLV QLV90802 archive 280/478 = 280
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 259
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260911P00032000","S":39.59,"K":32.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":124,"as":243,"quote_time":"2026-09-04T19:59:59.458397543Z","fair_low":0.0102388233,"fair":0.0471054753,"fair_high":0.1213412791,"hurdle":0.042,"surplus":0.0051054753,"surplus_low":-0.0317611767,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925P00028000","S":39.59,"K":28.0,"T":0.0575342466,"sigma":0.8215351446,"iv":0.8281,"greeks":{"delta":-0.024,"gamma":0.0078,"rho":-0.0005,"theta":-0.0113,"vega":0.005},"bid":0.06,"ask":0.08,"bs":186,"as":130,"quote_time":"2026-09-04T19:59:59.373631554Z","fair_low":0.0246067513,"fair":0.1006652608,"fair_high":0.2432916828,"hurdle":0.092,"surplus":0.0086652608,"surplus_low":-0.0673932487,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260918P00026000","S":39.59,"K":26.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":33,"as":135,"quote_time":"2026-09-04T19:59:59.232296437Z","fair_low":0.0005320231,"fair":0.0068973799,"fair_high":0.0311993246,"hurdle":0.027,"surplus":-0.0201026201,"surplus_low":-0.0264679769,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918C00085000","S":39.59,"K":85.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":5,"as":10,"quote_time":"2026-09-04T19:59:58.678962152Z","fair_low":1e-09,"fair":1.5693e-06,"fair_high":8.61469e-05,"hurdle":0.057,"surplus":-0.0569984307,"surplus_low":-0.056999999,"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
SPLV QLV90802 archive 279/478 = 279
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 258
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260925P00019000","S":39.59,"K":19.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":15,"quote_time":"2026-09-04T19:59:58.679055948Z","fair_low":1.0001e-06,"fair":0.0001097848,"fair_high":0.0015403728,"hurdle":0.047,"surplus":-0.0468902152,"surplus_low":-0.0469989999,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260911P00031000","S":39.59,"K":31.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":91,"as":84,"quote_time":"2026-09-04T19:59:59.941788425Z","fair_low":0.0032839551,"fair":0.0217363815,"fair_high":0.0685328931,"hurdle":0.027,"surplus":-0.0052636185,"surplus_low":-0.0237160449,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260911P00031500","S":39.59,"K":31.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":163,"as":210,"quote_time":"2026-09-04T19:59:59.458397543Z","fair_low":0.0059475289,"fair":0.0323540589,"fair_high":0.0919480348,"hurdle":0.102,"surplus":-0.0696459411,"surplus_low":-0.0960524711,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260911C00055000","S":39.59,"K":55.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":208,"as":211,"quote_time":"2026-09-04T19:59:59.707487161Z","fair_low":0.0001527707,"fair":0.0029663826,"fair_high":0.0166790302,"hurdle":0.062,"surplus":-0.0590336174,"surplus_low":-0.0618472293,"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
SPLV QLV90802 archive 278/478 = 278
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 257
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260918C00070000","S":39.59,"K":70.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":6,"as":15,"quote_time":"2026-09-04T19:59:59.263987089Z","fair_low":5.9344e-06,"fair":0.0003938338,"fair_high":0.0045134999,"hurdle":0.057,"surplus":-0.0566061662,"surplus_low":-0.0569940656,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SMCI","occ":"SMCI260925P00025000","S":39.59,"K":25.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":18,"as":1,"quote_time":"2026-09-04T19:59:59.459661399Z","fair_low":0.0023464902,"fair":0.0196630033,"fair_high":0.0706523631,"hurdle":0.042,"surplus":-0.0223369967,"surplus_low":-0.0396535098,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260918P00024000","S":39.59,"K":24.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":12,"as":11,"quote_time":"2026-09-04T19:59:58.679004523Z","fair_low":3.98945e-05,"fair":0.0011489941,"fair_high":0.0085121449,"hurdle":0.042,"surplus":-0.0408510059,"surplus_low":-0.0419601055,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SMCI","occ":"SMCI260925C00065000","S":39.59,"K":65.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":182,"as":177,"quote_time":"2026-09-04T19:59:59.245831858Z","fair_low":0.0018175914,"fair":0.0192882353,"fair_high":0.0790324857,"hurdle":0.087,"surplus":-0.0677117647,"surplus_low":-0.0851824086,"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
SPLV QLV90802 archive 277/478 = 277
Quant replication2026-09-08 02:19
Iq7ex1KmHw7adlmBa2eiAITlZW2qGSnbbZIT0cjNYqnWDqqDSw0kXtR8qRlbhNGrdepGEjU73+3vq3qPbaGqpo4cJQRKZ7u/36T3Xt0euKEdBjrjebUcwWJ5G0vDr03ED0xtgKborROD3M1W3OUT4r6EkhimJreeYvOQbJ8DRxDuOgo3Dc0qwE5sEsZP6JqEV8e6VMk7MZsnDZ+Rz9L6dndSQqO/jYEci2kod24KeMulS5s5RX7Wd2l+dBg5DyoMqLtVG40yt2HXaHxvz0uXQCHGDlTScqH039JUsOTl4g5chWTOjDk1YApIQPYuR4yzlZWKk3gJu9hBww48IxTnhFmKP2frkEORwrIsxudYijTWPh7o6CcQ7ePkVtwr+wioi2ttsNL6ahct1VVmqJstw/k/ZpmU4z8OIgRWYIOsRT4VD3VNrfFAz5IzFMEue3eCKmLMxJakPTV8Le0dfCxHUzwUxV/okJ+W5y7ldyV2MMd0aKCMRfQ9ODMhx2wmZFbBugGatdBLhIWXXsQOYGBXER2O9s8bKbsu0X58fQRIl17a+03+qXuvRYKG9/u588v6RiWvVXxH3csRrVBfbr+9IZfyc2rXdurgjpjJNUOs8jK1pQv9ZM1dqR5jZgY9lB+XG/NDieGSYReuaDpiqAhs7Vo/bijqTMll6RzDbNxl3CqlvzCoyEjtZNtAA3GwqufVGsvDsAMcy7D8kzibp/q0tqH14bT2HHEvcO6MePFoaYP5iP527sppjC4ZblG/uuBHV6jQJj7dJ2hpmjmnlhL+wb1wJJpCg9ciLfZUleLB8TBQ9ZI7c5oKjFxudroqjPjh66vf773zJb1hL7VyBolbTs6ntAGQZwVD+iCDQHRSdguQSlco5AhOJoGwrzXD0Ak1SKk6AGG7LXxQpwQclhjJLm735jUX8sA282mLdd48UPHA4om7QNLV2Rh9PiCdcW0q7b2BRbeHUOHPzdXf68zJMdd/kMTHOBnIrINRXsFrV6lsQFzMuqZ1XxBomCvfmLsTerfwr/hDs1yFv/2zbRzxtzvba4tnhTGXRwXaAI2/xmuGMLYIHGVyfdFGFD3jPwTw3nngXOSm8czRI2Cw0t+xDJRW2LDL24ZlFMh7NP3MMr/Sufy2gsN6AK/qL1IE8wtMREn43cjNsaVZDl0aZl4rVzkqluSaalrG/jop28zMP+1Nd88glyOjW/YiHBPaDifGwUlrpEUWURkNRgvyTUydkej697OGlPsDFUecwvJP6MTFYmPiswLTP2I5UtrS+ugHrmuzmuqW73LkvmBly00UGC3hps4Iw3nXdMhb0LsenV2XwbPhD4qwHOOkzExZshAEJJV60o5Q4nhEyBoi1rdKHxsLzinUtnolO9rh2lhklqBD1+lbRu/xVFfnlMwDBJ7rGlics3aVg1S7lYyaCf51JfiFksPAHFACsD+2gG15dcxN1+OgyPVVq+kEdDxNw/TzKBeBpHSIw0eUEb2uQ2XiZjKg3fowkm13Aa93yAdedNTu1DkZS8E5fwZpa4JfbSUae7tNRm16ktWJKEabx2VGn2IJyQqfSz0ozfPYqtOIe+/zAw/uY6W7Ve1spJBSehHvM5UfpOBjbGsFf9bPXrRXSryVZ9VId1kij00iJDiXt/k4Zrwmq2WGBbcmEc/gtNdN17I5XSKnvaneaNkf6yl2OmHcGWwdDxmBBtvm5qH0SSIzRIkO0vjS3CYB+8f6tH4VJnzcjGVuBtzXTky3+QM98nZVzJVylXlZEybX2ieXfeBvudrOqm+yjHSy0zEiE5eJS9VjUSxNnaZFpwS3a9rq2DYCTuKfd3yFG1UuxT0zOXJ1y4zsPlGNegJGKRoTiYN7s4nu6fGcZ3Vh/C5Vzh7xTXLFYB0LQkjqLdzhk0626Lz8PpjE3n2lGhvBbUuZgMykvCoyytfLIdQD35BZl6kc9vNvbWuD6rRdltLZcwAF9tZ4h54yOLpWXo4/BPaa6E5IVJcWkG QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 256
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260918P00030000","S":39.59,"K":30.0,"T":0.0383561644,"sigma":0.8215351446,"iv":0.8513,"greeks":{"delta":-0.0257,"gamma":0.0102,"rho":-0.0003,"theta":-0.0158,"vega":0.0041},"bid":0.05,"ask":0.07,"bs":75,"as":89,"quote_time":"2026-09-04T19:59:59.248590372Z","fair_low":0.0235254939,"fair":0.0926808566,"fair_high":0.2194614357,"hurdle":0.082,"surplus":0.0106808566,"surplus_low":-0.0584745061,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260925P00023000","S":39.59,"K":23.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":14,"as":11,"quote_time":"2026-09-04T19:59:59.238009191Z","fair_low":0.0003067158,"fair":0.0049214003,"fair_high":0.0251445173,"hurdle":0.027,"surplus":-0.0220785997,"surplus_low":-0.0266932842,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SMCI","occ":"SMCI260918P00028000","S":39.59,"K":28.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":126,"as":96,"quote_time":"2026-09-04T19:59:59.458661082Z","fair_low":0.0043160256,"fair":0.0287294198,"fair_high":0.090806436,"hurdle":0.097,"surplus":-0.0682705802,"surplus_low":-0.0926839744,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SMCI","occ":"SMCI260918P00025000","S":39.59,"K":25.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":10,"as":10,"quote_time":"2026-09-04T19:59:59.245639607Z","fair_low":0.0001566934,"fair":0.0029609654,"fair_high":0.0167224018,"hurdle":0.057,"surplus":-0.0540390346,"surplus_low":-0.0568433066,"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
SPLV QLV90802 archive 276/478 = 276
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 255
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260918P00027000","S":39.59,"K":27.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":93,"as":114,"quote_time":"2026-09-04T19:59:59.458661082Z","fair_low":0.0015994182,"fair":0.0145379895,"fair_high":0.0538546773,"hurdle":0.102,"surplus":-0.0874620105,"surplus_low":-0.1004005818,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260911P00029000","S":39.59,"K":29.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":18,"as":34,"quote_time":"2026-09-04T19:59:59.208513637Z","fair_low":0.0002227553,"fair":0.0034671724,"fair_high":0.0173021265,"hurdle":0.062,"surplus":-0.0585328276,"surplus_low":-0.0617772447,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SMCI","occ":"SMCI260925P00024000","S":39.59,"K":24.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":73,"as":162,"quote_time":"2026-09-04T19:59:59.208975932Z","fair_low":0.0008971051,"fair":0.0099921288,"fair_high":0.0427320577,"hurdle":0.092,"surplus":-0.0820078712,"surplus_low":-0.0911028949,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260911C00051000","S":39.59,"K":51.0,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":195,"as":63,"quote_time":"2026-09-04T19:59:59.593554867Z","fair_low":0.0033140663,"fair":0.0233821435,"fair_high":0.076335436,"hurdle":0.077,"surplus":-0.0536178565,"surplus_low":-0.0736859337,"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
SPLV QLV90802 archive 275/478 = 275
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SMCI Sep8 CRR individual affordable leg values batch 254
Options mispricing2026-09-08 02:19
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":"SMCI","occ":"SMCI260911P00030500","S":39.59,"K":30.5,"T":0.0191780822,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":108,"as":119,"quote_time":"2026-09-04T19:59:59.208513637Z","fair_low":0.0018117889,"fair":0.0142688202,"fair_high":0.0500975595,"hurdle":0.077,"surplus":-0.0627311798,"surplus_low":-0.0751882111,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SMCI","occ":"SMCI260918C00075000","S":39.59,"K":75.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":11,"as":24,"quote_time":"2026-09-04T19:59:59.23739888Z","fair_low":3.541e-07,"fair":6.44748e-05,"fair_high":0.0012633633,"hurdle":0.047,"surplus":-0.0469355252,"surplus_low":-0.0469996459,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SMCI","occ":"SMCI260925C00070000","S":39.59,"K":70.0,"T":0.0575342466,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":10,"as":17,"quote_time":"2026-09-04T19:59:59.534419783Z","fair_low":0.0003012935,"fair":0.0058249929,"fair_high":0.0326710018,"hurdle":0.077,"surplus":-0.0711750071,"surplus_low":-0.0766987065,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SMCI","occ":"SMCI260918P00022000","S":39.59,"K":22.0,"T":0.0383561644,"sigma":0.8215351446,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":39,"as":771,"quote_time":"2026-09-04T19:59:59.233610034Z","fair_low":1.4776e-06,"fair":0.000132381,"fair_high":0.0017528044,"hurdle":0.092,"surplus":-0.091867619,"surplus_low":-0.0919985224,"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
SPLV QLV90802 archive 274/478 = 274
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
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