Runway

Notes

32996 observations, newest first
SLV Sep8 CRR individual affordable leg values batch 244
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":"SLV","occ":"SLV260930C00100000","S":59.82,"K":100.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.08,"bs":1191,"as":667,"quote_time":"2026-09-04T19:59:59.782568549Z","fair_low":2e-10,"fair":4.8e-07,"fair_high":3.80358e-05,"hurdle":0.097,"surplus":-0.09699952,"surplus_low":-0.0969999998,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260911C00071000","S":59.82,"K":71.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6951,"greeks":{"delta":0.0104,"gamma":0.0063,"rho":0.0001,"theta":-0.015,"vega":0.0017},"bid":0.01,"ask":0.02,"bs":218,"as":50,"quote_time":"2026-09-04T19:59:59.001390913Z","fair_low":2.13298e-05,"fair":0.0007134974,"fair_high":0.0053684692,"hurdle":0.027,"surplus":-0.0262865026,"surplus_low":-0.0269786702,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260918C00088000","S":59.82,"K":88.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":738,"as":288,"quote_time":"2026-09-04T19:59:58.06744455Z","fair_low":0.0,"fair":1.727e-07,"fair_high":1.62573e-05,"hurdle":0.042,"surplus":-0.0419998273,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260916P00047000","S":59.82,"K":47.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.7486,"greeks":{"delta":-0.0171,"gamma":0.006,"rho":-0.0003,"theta":-0.0164,"vega":0.004},"bid":0.03,"ask":0.06,"bs":56,"as":81,"quote_time":"2026-09-04T19:59:56.741628954Z","fair_low":4.7306e-06,"fair":0.0002622284,"fair_high":0.002652505,"hurdle":0.077,"surplus":-0.0767377716,"surplus_low":-0.0769952694,"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 260/478 = 260
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 243
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":"SLV","occ":"SLV260911P00051000","S":59.82,"K":51.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7557,"greeks":{"delta":-0.0197,"gamma":0.0101,"rho":-0.0001,"theta":-0.0281,"vega":0.003},"bid":0.03,"ask":0.04,"bs":57,"as":25,"quote_time":"2026-09-04T19:59:59.798742218Z","fair_low":5.22473e-05,"fair":0.0011919693,"fair_high":0.0075781348,"hurdle":0.047,"surplus":-0.0458080307,"surplus_low":-0.0469477527,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260930P00043000","S":59.82,"K":43.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6078,"greeks":{"delta":-0.0121,"gamma":0.0034,"rho":-0.0005,"theta":-0.0061,"vega":0.0047},"bid":0.01,"ask":0.07,"bs":116,"as":45,"quote_time":"2026-09-04T19:59:57.095076514Z","fair_low":2.55076e-05,"fair":0.0009201637,"fair_high":0.0072115629,"hurdle":0.102,"surplus":-0.1010798363,"surplus_low":-0.1019744924,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260918P00042500","S":59.82,"K":42.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":49,"as":27,"quote_time":"2026-09-04T19:59:55.024796428Z","fair_low":3e-09,"fair":2.1931e-06,"fair_high":8.81334e-05,"hurdle":0.057,"surplus":-0.0569978069,"surplus_low":-0.056999997,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260918P00040000","S":59.82,"K":40.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":130,"quote_time":"2026-09-04T19:59:50.86507548Z","fair_low":0.0,"fair":2.7e-08,"fair_high":3.8329e-06,"hurdle":0.057,"surplus":-0.056999973,"surplus_low":-0.057,"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 259/478 = 259
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 242
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":"SLV","occ":"SLV260914C00071000","S":59.82,"K":71.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5887,"greeks":{"delta":0.0201,"gamma":0.01,"rho":0.0002,"theta":-0.017,"vega":0.004},"bid":0.01,"ask":0.06,"bs":67,"as":126,"quote_time":"2026-09-04T19:59:59.57774121Z","fair_low":0.0004028525,"fair":0.005231902,"fair_high":0.0242726921,"hurdle":0.087,"surplus":-0.081768098,"surplus_low":-0.0865971475,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911P00055500","S":59.82,"K":55.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.4669,"greeks":{"delta":-0.0587,"gamma":0.04,"rho":-0.0004,"theta":-0.0424,"vega":0.0073},"bid":0.07,"ask":0.08,"bs":620,"as":110,"quote_time":"2026-09-04T19:59:59.677635899Z","fair_low":0.0395256801,"fair":0.1125040888,"fair_high":0.221861222,"hurdle":0.087,"surplus":0.0255040888,"surplus_low":-0.0474743199,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00041500","S":59.82,"K":41.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":28,"as":126,"quote_time":"2026-09-04T19:59:57.091694777Z","fair_low":2e-10,"fair":4.089e-07,"fair_high":2.71872e-05,"hurdle":0.062,"surplus":-0.0619995911,"surplus_low":-0.0619999998,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00120000","S":59.82,"K":120.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1141,"as":537,"quote_time":"2026-09-04T19:59:59.782728973Z","fair_low":0.0,"fair":0.0,"fair_high":1.56e-08,"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 258/478 = 258
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 241
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":"SLV","occ":"SLV260930C00105000","S":59.82,"K":105.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":1157,"as":485,"quote_time":"2026-09-04T19:59:59.79987455Z","fair_low":0.0,"fair":3.43e-08,"fair_high":5.8028e-06,"hurdle":0.072,"surplus":-0.0719999657,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260925P00048000","S":59.82,"K":48.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.5273,"greeks":{"delta":-0.0253,"gamma":0.0084,"rho":-0.0008,"theta":-0.0113,"vega":0.0079},"bid":0.06,"ask":0.08,"bs":537,"as":727,"quote_time":"2026-09-04T19:59:59.04159219Z","fair_low":0.0015906373,"fair":0.0142007737,"fair_high":0.0523756836,"hurdle":0.092,"surplus":-0.0777992263,"surplus_low":-0.0904093627,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00083000","S":59.82,"K":83.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8744,"greeks":{"delta":0.019,"gamma":0.0051,"rho":0.0003,"theta":-0.0193,"vega":0.0048},"bid":0.04,"ask":0.08,"bs":1742,"as":328,"quote_time":"2026-09-04T19:59:57.065315561Z","fair_low":2.21e-08,"fair":9.3928e-06,"fair_high":0.0002715359,"hurdle":0.102,"surplus":-0.1019906072,"surplus_low":-0.1019999779,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260916P00049000","S":59.82,"K":49.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.6121,"greeks":{"delta":-0.0164,"gamma":0.0071,"rho":-0.0003,"theta":-0.013,"vega":0.0038},"bid":0.01,"ask":0.06,"bs":66,"as":59,"quote_time":"2026-09-04T19:59:56.796991629Z","fair_low":0.0001291004,"fair":0.0023772937,"fair_high":0.0134593058,"hurdle":0.087,"surplus":-0.0846227063,"surplus_low":-0.0868708996,"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 257/478 = 257
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 240
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":"SLV","occ":"SLV260918P00047000","S":59.82,"K":47.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6659,"greeks":{"delta":-0.0156,"gamma":0.0057,"rho":-0.0003,"theta":-0.0122,"vega":0.0041},"bid":0.01,"ask":0.07,"bs":103,"as":115,"quote_time":"2026-09-04T19:59:57.059839294Z","fair_low":2.19623e-05,"fair":0.0007625933,"fair_high":0.0058814708,"hurdle":0.102,"surplus":-0.1012374067,"surplus_low":-0.1019780377,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00096000","S":59.82,"K":96.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":537,"as":260,"quote_time":"2026-09-04T19:59:55.019470106Z","fair_low":4.9e-09,"fair":3.8992e-06,"fair_high":0.0001638203,"hurdle":0.067,"surplus":-0.0669961008,"surplus_low":-0.0669999951,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930C00102000","S":59.82,"K":102.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":541,"as":52,"quote_time":"2026-09-04T19:59:55.026300916Z","fair_low":0.0,"fair":1.745e-07,"fair_high":1.8374e-05,"hurdle":0.117,"surplus":-0.1169998255,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00090000","S":59.82,"K":90.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":241,"quote_time":"2026-09-04T19:59:55.022542109Z","fair_low":0.0,"fair":3.09e-08,"fair_high":5.0618e-06,"hurdle":0.072,"surplus":-0.0719999691,"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 256/478 = 256
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 239
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":"SLV","occ":"SLV260930P00034500","S":59.82,"K":34.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:55.075156809Z","fair_low":0.0,"fair":2.97e-08,"fair_high":4.4283e-06,"hurdle":0.027,"surplus":-0.0269999703,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260914C00069000","S":59.82,"K":69.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5432,"greeks":{"delta":0.0321,"gamma":0.016,"rho":0.0004,"theta":-0.0233,"vega":0.006},"bid":0.04,"ask":0.07,"bs":67,"as":52,"quote_time":"2026-09-04T19:59:58.120918616Z","fair_low":0.0029278101,"fair":0.0201207965,"fair_high":0.0644444924,"hurdle":0.087,"surplus":-0.0668792035,"surplus_low":-0.0840721899,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911C00067500","S":59.82,"K":67.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6279,"greeks":{"delta":0.036,"gamma":0.0201,"rho":0.0002,"theta":-0.0391,"vega":0.005},"bid":0.05,"ask":0.06,"bs":423,"as":146,"quote_time":"2026-09-04T19:59:59.041157152Z","fair_low":0.0021402819,"fair":0.0152832276,"fair_high":0.0505860288,"hurdle":0.067,"surplus":-0.0517167724,"surplus_low":-0.0648597181,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930P00037500","S":59.82,"K":37.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8266,"greeks":{"delta":-0.009,"gamma":0.002,"rho":-0.0004,"theta":-0.0065,"vega":0.0037},"bid":0.03,"ask":0.05,"bs":162,"as":59,"quote_time":"2026-09-04T19:59:58.066863254Z","fair_low":3.3e-09,"fair":2.5368e-06,"fair_high":0.0001057667,"hurdle":0.062,"surplus":-0.0619974632,"surplus_low":-0.0619999967,"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 255/478 = 255
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 238
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":"SLV","occ":"SLV260930P00039500","S":59.82,"K":39.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7561,"greeks":{"delta":-0.0109,"gamma":0.0025,"rho":-0.0004,"theta":-0.007,"vega":0.0043},"bid":0.01,"ask":0.08,"bs":742,"as":938,"quote_time":"2026-09-04T19:59:59.776925878Z","fair_low":1.399e-07,"fair":2.89385e-05,"fair_high":0.0006021048,"hurdle":0.117,"surplus":-0.1169710615,"surplus_low":-0.1169998601,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930C00115000","S":59.82,"K":115.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":683,"as":77,"quote_time":"2026-09-04T19:59:59.769492158Z","fair_low":0.0,"fair":1e-10,"fair_high":1.12e-07,"hurdle":0.027,"surplus":-0.0269999999,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260914C00073000","S":59.82,"K":73.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7345,"greeks":{"delta":0.0287,"gamma":0.0108,"rho":0.0003,"theta":-0.0287,"vega":0.0054},"bid":0.05,"ask":0.08,"bs":75,"as":74,"quote_time":"2026-09-04T19:59:58.120918616Z","fair_low":4.38631e-05,"fair":0.0011923064,"fair_high":0.0082539618,"hurdle":0.097,"surplus":-0.0958076936,"surplus_low":-0.0969561369,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930C00110000","S":59.82,"K":110.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":50,"as":64,"quote_time":"2026-09-04T19:59:55.018401102Z","fair_low":0.0,"fair":2.2e-09,"fair_high":8.712e-07,"hurdle":0.077,"surplus":-0.0769999978,"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
SPLV QLV90802 archive 254/478 = 254
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 237
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":"SLV","occ":"SLV260925P00046000","S":59.82,"K":46.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.5396,"greeks":{"delta":-0.0117,"gamma":0.0043,"rho":-0.0004,"theta":-0.006,"vega":0.0041},"bid":0.02,"ask":0.04,"bs":285,"as":1,"quote_time":"2026-09-04T19:59:56.257072119Z","fair_low":0.0001749762,"fair":0.003155569,"fair_high":0.0175812132,"hurdle":0.052,"surplus":-0.048844431,"surplus_low":-0.0518250238,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260911P00052000","S":59.82,"K":52.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7049,"greeks":{"delta":-0.0261,"gamma":0.0137,"rho":-0.0002,"theta":-0.0333,"vega":0.0038},"bid":0.04,"ask":0.05,"bs":964,"as":133,"quote_time":"2026-09-04T19:59:59.548231764Z","fair_low":0.0003236156,"fair":0.0041509202,"fair_high":0.018634166,"hurdle":0.057,"surplus":-0.0528490798,"surplus_low":-0.0566763844,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00077000","S":59.82,"K":77.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7035,"greeks":{"delta":0.0229,"gamma":0.0074,"rho":0.0004,"theta":-0.0182,"vega":0.0056},"bid":0.05,"ask":0.07,"bs":407,"as":721,"quote_time":"2026-09-04T19:59:57.065636628Z","fair_low":1.54273e-05,"fair":0.0006467021,"fair_high":0.0055905428,"hurdle":0.082,"surplus":-0.0813532979,"surplus_low":-0.0819845727,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00103000","S":59.82,"K":103.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":717,"as":99,"quote_time":"2026-09-04T19:59:58.121298064Z","fair_low":0.0,"fair":9.63e-08,"fair_high":1.25998e-05,"hurdle":0.092,"surplus":-0.0919999037,"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
SPLV QLV90802 archive 253/478 = 253
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 236
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":"SLV","occ":"SLV260925C00090000","S":59.82,"K":90.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.7365,"greeks":{"delta":0.0081,"gamma":0.0023,"rho":0.0002,"theta":-0.0061,"vega":0.0029},"bid":0.01,"ask":0.04,"bs":1149,"as":741,"quote_time":"2026-09-04T19:59:59.781516668Z","fair_low":1.72e-08,"fair":8.0498e-06,"fair_high":0.0002669232,"hurdle":0.057,"surplus":-0.0569919502,"surplus_low":-0.0569999828,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260918P00048500","S":59.82,"K":48.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6458,"greeks":{"delta":-0.0264,"gamma":0.0091,"rho":-0.0005,"theta":-0.0185,"vega":0.0063},"bid":0.06,"ask":0.08,"bs":946,"as":246,"quote_time":"2026-09-04T19:59:56.683510295Z","fair_low":0.0002077874,"fair":0.0033653614,"fair_high":0.0172665623,"hurdle":0.092,"surplus":-0.0886346386,"surplus_low":-0.0917922126,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930P00038500","S":59.82,"K":38.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7849,"greeks":{"delta":-0.0095,"gamma":0.0022,"rho":-0.0004,"theta":-0.0064,"vega":0.0038},"bid":0.03,"ask":0.05,"bs":89,"as":74,"quote_time":"2026-09-04T19:59:58.066863254Z","fair_low":2.36e-08,"fair":8.6524e-06,"fair_high":0.0002508737,"hurdle":0.062,"surplus":-0.0619913476,"surplus_low":-0.0619999764,"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 252/478 = 252
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 235
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":"SLV","occ":"SLV260930C00088000","S":59.82,"K":88.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6999,"greeks":{"delta":0.0181,"gamma":0.0042,"rho":0.0006,"theta":-0.0102,"vega":0.0067},"bid":0.05,"ask":0.08,"bs":1007,"as":672,"quote_time":"2026-09-04T19:59:59.781465686Z","fair_low":1.942e-06,"fair":0.000187483,"fair_high":0.0025178678,"hurdle":0.097,"surplus":-0.096812517,"surplus_low":-0.096998058,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00043500","S":59.82,"K":43.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":974,"as":823,"quote_time":"2026-09-04T19:59:57.0685389Z","fair_low":2.91e-08,"fair":9.9521e-06,"fair_high":0.0002579887,"hurdle":0.062,"surplus":-0.0619900479,"surplus_low":-0.0619999709,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260916P00050000","S":59.82,"K":50.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.5315,"greeks":{"delta":-0.0139,"gamma":0.0071,"rho":-0.0002,"theta":-0.0097,"vega":0.0033},"bid":0.01,"ask":0.04,"bs":75,"as":83,"quote_time":"2026-09-04T19:59:58.120782574Z","fair_low":0.0005522506,"fair":0.0062244164,"fair_high":0.0268256372,"hurdle":0.057,"surplus":-0.0507755836,"surplus_low":-0.0564477494,"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 251/478 = 251
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 234
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":"SLV","occ":"SLV260930P00035000","S":59.82,"K":35.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":397,"as":330,"quote_time":"2026-09-04T19:59:59.500686345Z","fair_low":0.0,"fair":6.75e-08,"fair_high":8.0279e-06,"hurdle":0.062,"surplus":-0.0619999325,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00036500","S":59.82,"K":36.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":57,"as":85,"quote_time":"2026-09-04T19:59:59.805638643Z","fair_low":4e-10,"fair":6.535e-07,"fair_high":3.82697e-05,"hurdle":0.062,"surplus":-0.0619993465,"surplus_low":-0.0619999996,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00042000","S":59.82,"K":42.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6846,"greeks":{"delta":-0.0155,"gamma":0.0038,"rho":-0.0006,"theta":-0.0086,"vega":0.0058},"bid":0.05,"ask":0.07,"bs":72,"as":72,"quote_time":"2026-09-04T19:59:57.09249539Z","fair_low":6.6496e-06,"fair":0.0003675165,"fair_high":0.0037102406,"hurdle":0.082,"surplus":-0.0816324835,"surplus_low":-0.0819933504,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00052500","S":59.82,"K":52.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6371,"greeks":{"delta":-0.0229,"gamma":0.0136,"rho":-0.0002,"theta":-0.027,"vega":0.0034},"bid":0.01,"ask":0.06,"bs":657,"as":812,"quote_time":"2026-09-04T19:59:59.041029892Z","fair_low":0.0007634361,"fair":0.0072117088,"fair_high":0.0282192315,"hurdle":0.087,"surplus":-0.0797882912,"surplus_low":-0.0862365639,"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 250/478 = 250
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 233
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":"SLV","occ":"SLV260918C00084000","S":59.82,"K":84.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.07,"bs":52,"as":176,"quote_time":"2026-09-04T19:59:58.116822238Z","fair_low":7.1e-09,"fair":4.3948e-06,"fair_high":0.0001570607,"hurdle":0.082,"surplus":-0.0819956052,"surplus_low":-0.0819999929,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260916P00045000","S":59.82,"K":45.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.8499,"greeks":{"delta":-0.0137,"gamma":0.0044,"rho":-0.0002,"theta":-0.0154,"vega":0.0033},"bid":0.03,"ask":0.05,"bs":46,"as":83,"quote_time":"2026-09-04T19:59:57.09373818Z","fair_low":8.34e-08,"fair":1.861e-05,"fair_high":0.0003933696,"hurdle":0.062,"surplus":-0.06198139,"surplus_low":-0.0619999166,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00043000","S":59.82,"K":43.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.876,"greeks":{"delta":-0.0121,"gamma":0.0035,"rho":-0.0002,"theta":-0.0129,"vega":0.0033},"bid":0.03,"ask":0.05,"bs":469,"as":909,"quote_time":"2026-09-04T19:59:58.13119152Z","fair_low":9.7e-09,"fair":4.7579e-06,"fair_high":0.000152716,"hurdle":0.062,"surplus":-0.0619952421,"surplus_low":-0.0619999903,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00041000","S":59.82,"K":41.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":63,"as":147,"quote_time":"2026-09-04T19:59:57.095337761Z","fair_low":1e-10,"fair":1.665e-07,"fair_high":1.45267e-05,"hurdle":0.072,"surplus":-0.0719998335,"surplus_low":-0.0719999999,"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 249/478 = 249
Quant replication2026-09-08 02:19
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 232
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":"SLV","occ":"SLV260930P00041500","S":59.82,"K":41.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6958,"greeks":{"delta":-0.0141,"gamma":0.0034,"rho":-0.0006,"theta":-0.0081,"vega":0.0054},"bid":0.04,"ask":0.07,"bs":424,"as":287,"quote_time":"2026-09-04T19:59:58.99877015Z","fair_low":3.2601e-06,"fair":0.0002310739,"fair_high":0.0026822881,"hurdle":0.087,"surplus":-0.0867689261,"surplus_low":-0.0869967399,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260918P00047500","S":59.82,"K":47.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.6519,"greeks":{"delta":-0.0177,"gamma":0.0064,"rho":-0.0003,"theta":-0.0133,"vega":0.0045},"bid":0.01,"ask":0.08,"bs":103,"as":672,"quote_time":"2026-09-04T19:59:58.811749255Z","fair_low":4.9276e-05,"fair":0.0012796585,"fair_high":0.0085085831,"hurdle":0.117,"surplus":-0.1157203415,"surplus_low":-0.116950724,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918P00046500","S":59.82,"K":46.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7036,"greeks":{"delta":-0.0165,"gamma":0.0056,"rho":-0.0003,"theta":-0.0135,"vega":0.0043},"bid":0.01,"ask":0.08,"bs":240,"as":956,"quote_time":"2026-09-04T19:59:59.549723398Z","fair_low":9.9093e-06,"fair":0.0004438222,"fair_high":0.0039743271,"hurdle":0.117,"surplus":-0.1165561778,"surplus_low":-0.1169900907,"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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