SPLV QLV90802 archive 248/478 = 248
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 231
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":"SLV260918C00081000","S":59.82,"K":81.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7293,"greeks":{"delta":0.0101,"gamma":0.0036,"rho":0.0002,"theta":-0.0093,"vega":0.0028},"bid":0.02,"ask":0.03,"bs":122,"as":50,"quote_time":"2026-09-04T19:59:59.535469393Z","fair_low":2.242e-07,"fair":4.02405e-05,"fair_high":0.0007809997,"hurdle":0.037,"surplus":-0.0369597595,"surplus_low":-0.0369997758,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260916P00048000","S":59.82,"K":48.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.692,"greeks":{"delta":-0.0184,"gamma":0.0069,"rho":-0.0003,"theta":-0.0162,"vega":0.0042},"bid":0.03,"ask":0.06,"bs":92,"as":91,"quote_time":"2026-09-04T19:59:57.077930845Z","fair_low":2.77368e-05,"fair":0.0008287943,"fair_high":0.0062308501,"hurdle":0.077,"surplus":-0.0761712057,"surplus_low":-0.0769722632,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918P00044000","S":59.82,"K":44.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8222,"greeks":{"delta":-0.0128,"gamma":0.0039,"rho":-0.0002,"theta":-0.0128,"vega":0.0034},"bid":0.03,"ask":0.05,"bs":72,"as":95,"quote_time":"2026-09-04T19:59:59.528372672Z","fair_low":9.11e-08,"fair":2.01356e-05,"fair_high":0.0004249226,"hurdle":0.062,"surplus":-0.0619798644,"surplus_low":-0.0619999089,"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 247/478 = 247
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 230
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":"SLV260916C00074000","S":59.82,"K":74.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.6562,"greeks":{"delta":0.0225,"gamma":0.0087,"rho":0.0003,"theta":-0.0185,"vega":0.005},"bid":0.04,"ask":0.06,"bs":596,"as":217,"quote_time":"2026-09-04T19:59:57.29946378Z","fair_low":7.44143e-05,"fair":0.0017574205,"fair_high":0.0112144402,"hurdle":0.072,"surplus":-0.0702425795,"surplus_low":-0.0719255857,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918P00050500","S":59.82,"K":50.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.5255,"greeks":{"delta":-0.0278,"gamma":0.0117,"rho":-0.0005,"theta":-0.0157,"vega":0.0066},"bid":0.05,"ask":0.07,"bs":719,"as":1298,"quote_time":"2026-09-04T19:59:59.696643585Z","fair_low":0.0024798557,"fair":0.0180177895,"fair_high":0.0596678778,"hurdle":0.082,"surplus":-0.0639822105,"surplus_low":-0.0795201443,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260911P00051500","S":59.82,"K":51.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7314,"greeks":{"delta":-0.0228,"gamma":0.0118,"rho":-0.0002,"theta":-0.0308,"vega":0.0034},"bid":0.03,"ask":0.05,"bs":62,"as":47,"quote_time":"2026-09-04T19:59:57.062434415Z","fair_low":0.0001374133,"fair":0.0022863167,"fair_high":0.0120269243,"hurdle":0.062,"surplus":-0.0597136833,"surplus_low":-0.0618625867,"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 246/478 = 246
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 229
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":"SLV260918C00091000","S":59.82,"K":91.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":101,"as":647,"quote_time":"2026-09-04T19:59:57.067862206Z","fair_low":0.0,"fair":1.28e-08,"fair_high":2.7496e-06,"hurdle":0.057,"surplus":-0.0569999872,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00044500","S":59.82,"K":44.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7645,"greeks":{"delta":-0.0106,"gamma":0.0035,"rho":-0.0002,"theta":-0.0101,"vega":0.0029},"bid":0.01,"ask":0.05,"bs":157,"as":109,"quote_time":"2026-09-04T19:59:59.602911734Z","fair_low":2.52e-07,"fair":3.95025e-05,"fair_high":0.000682346,"hurdle":0.072,"surplus":-0.0719604975,"surplus_low":-0.071999748,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260914C00076000","S":59.82,"K":76.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.8095,"greeks":{"delta":0.0191,"gamma":0.0069,"rho":0.0002,"theta":-0.0224,"vega":0.0039},"bid":0.03,"ask":0.06,"bs":672,"as":136,"quote_time":"2026-09-04T19:59:59.682495023Z","fair_low":1.0492e-06,"fair":0.0001036113,"fair_high":0.0014085942,"hurdle":0.077,"surplus":-0.0768963887,"surplus_low":-0.0769989508,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911C00069500","S":59.82,"K":69.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.6815,"greeks":{"delta":0.0196,"gamma":0.0112,"rho":0.0001,"theta":-0.0256,"vega":0.003},"bid":0.02,"ask":0.04,"bs":699,"as":385,"quote_time":"2026-09-04T19:59:59.798694183Z","fair_low":0.0001795162,"fair":0.0028732311,"fair_high":0.0148189582,"hurdle":0.052,"surplus":-0.0491267689,"surplus_low":-0.0518204838,"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 245/478 = 245
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 228
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":"SLV260911P00050500","S":59.82,"K":50.5,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7569,"greeks":{"delta":-0.0145,"gamma":0.0078,"rho":-0.0001,"theta":-0.0218,"vega":0.0023},"bid":0.01,"ask":0.04,"bs":87,"as":26,"quote_time":"2026-09-04T19:59:59.677569545Z","fair_low":1.9384e-05,"fair":0.0006147338,"fair_high":0.0046550337,"hurdle":0.057,"surplus":-0.0563852662,"surplus_low":-0.056980616,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260925C00100000","S":59.82,"K":100.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":1,"as":57,"quote_time":"2026-09-04T19:59:57.060203037Z","fair_low":0.0,"fair":1.68e-08,"fair_high":3.5895e-06,"hurdle":0.092,"surplus":-0.0919999832,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00104000","S":59.82,"K":104.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":1538,"as":287,"quote_time":"2026-09-04T19:59:59.696583878Z","fair_low":0.0,"fair":6.03e-08,"fair_high":8.7398e-06,"hurdle":0.117,"surplus":-0.1169999397,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260918C00085000","S":59.82,"K":85.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":835,"as":339,"quote_time":"2026-09-04T19:59:59.041593297Z","fair_low":2.1e-09,"fair":2.0141e-06,"fair_high":8.96143e-05,"hurdle":0.067,"surplus":-0.0669979859,"surplus_low":-0.0669999979,"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 244/478 = 244
Quant replication2026-09-08 02:19
PxAtMHmJunbRd5l8+sCuyv6sU27h3IPjbkD/wPKB/xsE2xq2S9q5zm8jH7Zsk1FkRyF1XugdSUturgIi5Sq+L1WmrX0UmZ75K3eIQ2Ent1Q1+SXpwaIpJEqARX8mZIBLCw0Xt2F8p/aZT1KBUULIpvybEpw/Xa7oSlEPoZ1V6RAaCt6SXCxR3HyzV1XSTf4XfclkDQyk8th8ZBqgQ7izp5ejTn03HOyyTYfXQsiMSUJz5Mk0yh7d8xdBf9SOb5qmJM/I+wx/PnOL/FDawm7gOZ0A0VpGrpvzdQSsRUWme7oebSx4SVqC/VLsXM7gen8hcLBeXU7AmXFelafLk7byhmVJYdEroFoHwoL5iqPvhIwg4aBPdZlEKQicSf/sH213a5aJbwodF94hY14UrL+semMcEyO8F5yZKvf0mOGxNb5hYRHdNMv9xS8/gCgSwCOQQl5ELutLWTNdR1vJac1020qCgGPNKmPrn6EoLN/6Ky3mMOnRPmrWG+OCxthxo8WsrfTLEZDirLnlUkiVKeNodoskxUWIi/siiS5wmoq0HTHKRe80zTEnLhrnhH4lcZ2O0MQ7exSj0jH/5pnzHXjorzp6KcCyTScwttiulv1245PBpHwcEY04+uaecsk6E80XQGbTk/qchtcKmBTuDSeKw+Kn9Pfow4SeggNTuFCfWh2q1nX4hSc+5wOmRyVuu0Se9b4BGn0vX0YBqMA5gczDUKutR3Dch4G875GG5qFagoLf4CtUwBopTsFgV/TbqMpPl7A55goRlhNfLFsWgNJL+MArzlBJlvkxnGFnSGnrTESIzt0X4lYpp5fChWRrQ2HmM1waETY+HGQmox1xwihEmbDK8ZiOSMgpcKq5G5Xipz3Y3stwXUfQnOnNzV+AJKCQh7VAq30/M+AyUUXhiaJungnMIGS5QJoj7f2CQb7RJMaPHze3VKqzA90EomV9JICoa8DgBMf89bF1XGLYaEh6rsHsqEYqRGWPqdw5zqn4eLCvgjmyscphq2Q9wadBY5I5MrYmLYVWDUc437n9mAzKa+I37n8p5eN30lSEZlqun7vBMQyzL2tNNu8pQ2GnSpF2VbP8XqSAyWqsqWv2c0NFD7gGgHOJa0dOrZCfgHh9hTiqAszMjpGOrvle7X0dEI6n4A22xT09UPt6WocwIJCsDq+tf2Ytu+n/gWCG4WMHsqrq40s88O0JpgfzCO5QabTpjjaDdA9lcW7MiAutEzGw6Jp1Yuw2YyMmRod48EqAqTIMs+qUsjksL97c5gnCQ4HocgbDi2+bgql0C8avrrr9E9f5ImNNxhgyNjC/ngDpPNyBtDzHBfkob6Gq11va8QKKQcqjTY9KzCQJaNqhYn9ckBji7ELFk0vXlE1flUlo2ecFfutiRZ7f2w53wHSNF+VJqyR8EEjrw6gouGha/WDU/EibhLqf+LSgcSOR+1AhcX4YrbFY0t081nK/E//Lw/WRChUZaYlVNEjcXtW7USUnHawcYPQ6vtPTntPij2ex5PZU0ANeD7uCEja4spGyweWNaMdb3q7aO6F+N9F/jN4/2lxQpA7nROPYomvic1j3tUqJYj4q6fWIVZj7vV8wCcujQFIc3fgeDfQQbvhzqPpEtbGIukiO9DC4rzy9jozX0wEt0bq5Cu2WrWUivY/Ux3y7HBPYxcVgwnZ1V/MqZqu1KDAISvc4nHD6y9fYDcGhutEfhsiBu5AOjSXyTfEE9VDMepu/t1O/ujfWBX5xV2VyAHSKXblGGxz24lklVm9I4tRJ7konNLl3u5N9CpCfGtCBbPIyXuS5teYxN7Mtq1ZqDf86sMMrUoDtXsosUPqxU+kKg5cdfORJIbit6+4x8kFOKd9fs53A8L/uLc5dq73Ri7yfCBd9Yl8u9KpnH6oY8SQuIMxK3F0EyuKnLgYt6pJ3yg7ayTEo9UUMNkVg7PfibEdikMLntcVtoAK48JFzmJprguBzukRQJnRByn40zSj3tBqPHk
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 227
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":"SLV260930C00106000","S":59.82,"K":106.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":759,"as":135,"quote_time":"2026-09-04T19:59:59.603321996Z","fair_low":0.0,"fair":1.9e-08,"fair_high":4.0999e-06,"hurdle":0.072,"surplus":-0.071999981,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260911C00073000","S":59.82,"K":73.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":615,"as":62,"quote_time":"2026-09-04T19:59:59.67587515Z","fair_low":9.952e-07,"fair":9.0732e-05,"fair_high":0.0012375311,"hurdle":0.072,"surplus":-0.071909268,"surplus_low":-0.0719990048,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00097000","S":59.82,"K":97.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7688,"greeks":{"delta":0.0083,"gamma":0.002,"rho":0.0003,"theta":-0.0057,"vega":0.0034},"bid":0.01,"ask":0.05,"bs":521,"as":55,"quote_time":"2026-09-04T19:59:58.17850983Z","fair_low":2.2e-09,"fair":2.3274e-06,"fair_high":0.0001161188,"hurdle":0.072,"surplus":-0.0719976726,"surplus_low":-0.0719999978,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00048000","S":59.82,"K":48.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.5753,"greeks":{"delta":-0.0118,"gamma":0.0051,"rho":-0.0002,"theta":-0.0083,"vega":0.0032},"bid":0.01,"ask":0.04,"bs":1475,"as":640,"quote_time":"2026-09-04T19:59:59.528610818Z","fair_low":0.0001037353,"fair":0.0020985233,"fair_high":0.0120649949,"hurdle":0.057,"surplus":-0.0549014767,"surplus_low":-0.0568962647,"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 243/478 = 243
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 226
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":"SLV260918P00040500","S":59.82,"K":40.5,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":2,"as":182,"quote_time":"2026-09-04T19:59:59.531963142Z","fair_low":0.0,"fair":6.84e-08,"fair_high":7.5615e-06,"hurdle":0.072,"surplus":-0.0719999316,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00035500","S":59.82,"K":35.5,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":290,"as":565,"quote_time":"2026-09-04T19:59:59.698193196Z","fair_low":0.0,"fair":1.485e-07,"fair_high":1.40397e-05,"hurdle":0.072,"surplus":-0.0719998515,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00042000","S":59.82,"K":42.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":72,"as":145,"quote_time":"2026-09-04T19:59:58.795379815Z","fair_low":8e-10,"fair":9.7e-07,"fair_high":4.9582e-05,"hurdle":0.042,"surplus":-0.04199903,"surplus_low":-0.0419999992,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260911C00072000","S":59.82,"K":72.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.8926,"greeks":{"delta":0.0267,"gamma":0.011,"rho":0.0002,"theta":-0.0432,"vega":0.0039},"bid":0.05,"ask":0.06,"bs":370,"as":134,"quote_time":"2026-09-04T19:59:59.581796446Z","fair_low":4.8677e-06,"fair":0.0002624463,"fair_high":0.0026133831,"hurdle":0.067,"surplus":-0.0667375537,"surplus_low":-0.0669951323,"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 242/478 = 242
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 225
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":"SLV260911C00074000","S":59.82,"K":74.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":56,"as":23,"quote_time":"2026-09-04T19:59:59.042674013Z","fair_low":1.804e-07,"fair":3.04041e-05,"fair_high":0.0005656205,"hurdle":0.057,"surplus":-0.0569695959,"surplus_low":-0.0569998196,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00087000","S":59.82,"K":87.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":741,"as":226,"quote_time":"2026-09-04T19:59:57.065405717Z","fair_low":2e-10,"fair":3.989e-07,"fair_high":2.84605e-05,"hurdle":0.042,"surplus":-0.0419996011,"surplus_low":-0.0419999998,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930P00040000","S":59.82,"K":40.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7467,"greeks":{"delta":-0.0121,"gamma":0.0028,"rho":-0.0005,"theta":-0.0076,"vega":0.0047},"bid":0.04,"ask":0.06,"bs":155,"as":81,"quote_time":"2026-09-04T19:59:59.803172491Z","fair_low":3.224e-07,"fair":5.08354e-05,"fair_high":0.0008835076,"hurdle":0.072,"surplus":-0.0719491646,"surplus_low":-0.0719996776,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260918C00082000","S":59.82,"K":82.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.8139,"greeks":{"delta":0.0156,"gamma":0.0046,"rho":0.0003,"theta":-0.0152,"vega":0.0041},"bid":0.01,"ask":0.08,"bs":718,"as":513,"quote_time":"2026-09-04T19:59:58.813282979Z","fair_low":7.57e-08,"fair":1.96528e-05,"fair_high":0.0004633883,"hurdle":0.117,"surplus":-0.1169803472,"surplus_low":-0.1169999243,"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 241/478 = 241
Quant replication2026-09-08 02:19
ncn7WkuTHcPlXA1jW6uuWP4NO+og8Ub/qaZTd1+jyoZOJZTbqy7XKO3Us6eVnUp2+yU8n5FecR7K3/ZlXPBO2y9IA+HNXjraPvuUcuQKJs9JvrT5C46LAnqosrlDtEcKngVweflmZGgp8tTaiO4nBmh62u5cRvkPOU7lDi/PLk3Mp9iL+qIeIfyJJyI21soi7kN1IxwHr554jvK8wqEH0jad2hHF/3okIRDZIWivfBGaaj+z7G5fb32F2egMENPaL35LLhHwS6fBEjf8MxKGQuVvFtYzcG0DJ1Hq5DNctRkbSQqrnSdHN2bscv0K8ZRJ2JqhlVUgz010wXypIhqq2d1Alt6JhLMqRHGrvF6YQ4fwVGdxprXcKp5gK6Xx+jgwmT2EmaYxvNloh9yNISG/xT6pOT0TSeGDpKc39Yso9buERp2ssndjaRZ8HKoopkEs/PXgpLJl9Ja0+yL/OgMPGzBiPdyYUWDInV0Vw/XiTwHa0qip4HmgFdoOOKhQ02CFTF4O1w2FbujVRYFuEoQ1rkwtCD1vB1k3gHNZQ9VseqN83vQTyxYA91UwuUov6CidTy8a8Gammku8uX1iO0YgOGBsmrUDIZLFfgPCy3pF7AJw+tcppn0sWpRbYtsu2e9Y3Z5O7P74VoO+nUigRRJNyAK5ZHT3rcwLVLq8M/KYWioH75VyIBz4/Q9u+VjGbhg8wFOk6jhMr/Vib1fNfe3EwdX9JfR3IMY4mr80kdzARoTP/A81PeAGb7HZaRyleh5JA9j/PTqwsH8dAXjfCgUbDNNf3bghyd58PowZxGVn+Qt3Wg+8xLSj+bc3OGT+4SzGcNh7KJiEjIMikYUm6+59WasXpPffnmWXi3iF73p9nE2oTcWLwB2Ob9CYKeH3gqDWKS5UtJndXeo/UdSiNc6SXcacmCbfrh2iYoGo0Ee6djh9h9duU+aWCtgpgV7/l3PEafG0NEFW+p1tTSjYuTUtr3J8a27Wlgdf93p6iLQyqvVvOdDvX8WiiWB/LeUfWa6wjYGkssT8u2Bn2Gw2CPC4sAH15H4Jia/VdiU4AkDIcttPmrjqpTyNL+8jJc1QNM1jOiKbOWTJ86a3actiUkUHQverL8hJvQgP7KWx6NPOsfm0t2JGhqMrjcA7bL7j+H+gpBLmkeha65e79vMnoaOaaDUB5tr5Lz31FOiMcvBPeeusAPQkauELQkcAmkaVwXmaXI/rom6Q3md5g2t7uFqJpRWjhGc5IK3QMldXwSuTpQM3TmLIRHXWAVXXK0OfNrFyKy6eRxBw4rMU7UMJxa10RVsfv60GWH6Yx2M0xinMtGKrHoTYMYCh5UQTLnr3y1T0GihX1EVLzIF6Ca8hK3111vfZE0aG5SlFXcDnlcfiimMYP3V/skK9/meRuW0WrONvegmDcjUDJREYaMS5YUuEpLJcOuVZCk3WWXJRmNzk/6oqjcIV3Nzlo11NqU00Qk3uqZN5UEp6P6TaBKzjr6ArONk9UOS9d6sYDc1BtOVfMpBdkqkk9veSfCioGGzRx8Xm4AVDSfN/vQL4FGyC3tgNwPmOEQrTxcqA0GLSjEFW005B2tDG0pgZwDwLI1dCAm9jalA8o+qxrpx2mc06ipUydxIHtkpyrn/b1XVHUFFZ17QL5x75cqyEts7q07o7jDIMN0b2/xTpYEnAww3tY8fhQVd3pSqo36WoVQhoNEBtfzqgSzcRPD0BQDCsyuXhSep3C5H55B8vM0QT6bpS9e4wR2BstU74v8vVYEdjE72QqDEr71JPH3F+n6O/LSvsYODwkYnn/jCgd9BMuIkkLcPS6GejT2N/W8eoCY1wEY63DS0VefIgp0XkfZ9nye3poUSx0dN/yWdk0lSu2YNnk9vhQGIzxsdJgEWxKo2JGHr/XjntD/LjJRnxjFIk3axeilexims43f88zHWExaXp2bqh/8WY7fJUZUrPyjuf1Zcnxd+lxov4/sZtswnQItbVnprQmn5R/h
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SLV Sep8 CRR individual affordable leg values batch 224
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":"SLV260930C00098000","S":59.82,"K":98.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8097,"greeks":{"delta":0.0103,"gamma":0.0022,"rho":0.0004,"theta":-0.0073,"vega":0.0041},"bid":0.01,"ask":0.07,"bs":277,"as":4,"quote_time":"2026-09-04T19:59:57.789922852Z","fair_low":9e-10,"fair":1.4456e-06,"fair_high":7.74626e-05,"hurdle":0.102,"surplus":-0.1019985544,"surplus_low":-0.1019999991,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930P00038000","S":59.82,"K":38.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7388,"greeks":{"delta":-0.0054,"gamma":0.0014,"rho":-0.0002,"theta":-0.0037,"vega":0.0023},"bid":0.01,"ask":0.03,"bs":83,"as":74,"quote_time":"2026-09-04T19:59:59.805638643Z","fair_low":9.1e-09,"fair":4.7635e-06,"fair_high":0.0001664143,"hurdle":0.042,"surplus":-0.0419952365,"surplus_low":-0.0419999909,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260918P00045000","S":59.82,"K":45.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7825,"greeks":{"delta":-0.0149,"gamma":0.0046,"rho":-0.0003,"theta":-0.0138,"vega":0.0039},"bid":0.04,"ask":0.05,"bs":140,"as":75,"quote_time":"2026-09-04T19:59:59.041377284Z","fair_low":6.44e-07,"fair":7.52828e-05,"fair_high":0.0010692447,"hurdle":0.057,"surplus":-0.0569247172,"surplus_low":-0.056999356,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260911C00075000","S":59.82,"K":75.0,"T":0.0191780822,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":558,"as":10,"quote_time":"2026-09-04T19:59:59.041150873Z","fair_low":3.03e-08,"fair":9.9808e-06,"fair_high":0.0002528157,"hurdle":0.057,"surplus":-0.0569900192,"surplus_low":-0.0569999697,"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
SLV Sep8 CRR individual affordable leg values batch 223
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":"SLV260918P00046000","S":59.82,"K":46.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7035,"greeks":{"delta":-0.0132,"gamma":0.0046,"rho":-0.0002,"theta":-0.0112,"vega":0.0035},"bid":0.01,"ask":0.06,"bs":2,"as":224,"quote_time":"2026-09-04T19:59:59.784378501Z","fair_low":4.3039e-06,"fair":0.0002520631,"fair_high":0.0026250605,"hurdle":0.087,"surplus":-0.0867479369,"surplus_low":-0.0869956961,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260930P00039000","S":59.82,"K":39.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7005,"greeks":{"delta":-0.0056,"gamma":0.0015,"rho":-0.0002,"theta":-0.0036,"vega":0.0024},"bid":0.01,"ask":0.03,"bs":394,"as":140,"quote_time":"2026-09-04T19:59:57.095091608Z","fair_low":5.86e-08,"fair":1.60176e-05,"fair_high":0.0003950009,"hurdle":0.042,"surplus":-0.0419839824,"surplus_low":-0.0419999414,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260914P00051000","S":59.82,"K":51.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5722,"greeks":{"delta":-0.0196,"gamma":0.0101,"rho":-0.0002,"theta":-0.016,"vega":0.0039},"bid":0.01,"ask":0.06,"bs":92,"as":76,"quote_time":"2026-09-04T19:59:57.078052124Z","fair_low":0.0006828385,"fair":0.007211962,"fair_high":0.0292886267,"hurdle":0.087,"surplus":-0.079788038,"surplus_low":-0.0863171615,"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 240/478 = 240
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 222
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":"SLV260911C00069000","S":59.82,"K":69.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7602,"greeks":{"delta":0.0401,"gamma":0.0182,"rho":0.0003,"theta":-0.0517,"vega":0.0054},"bid":0.07,"ask":0.08,"bs":209,"as":94,"quote_time":"2026-09-04T19:59:59.583485038Z","fair_low":0.0003449749,"fair":0.0044494028,"fair_high":0.0204415417,"hurdle":0.087,"surplus":-0.0825505972,"surplus_low":-0.0866550251,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260914P00052000","S":59.82,"K":52.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.5693,"greeks":{"delta":-0.034,"gamma":0.016,"rho":-0.0004,"theta":-0.0252,"vega":0.0062},"bid":0.05,"ask":0.08,"bs":620,"as":993,"quote_time":"2026-09-04T19:59:59.785656486Z","fair_low":0.0026068112,"fair":0.0178783554,"fair_high":0.057292866,"hurdle":0.097,"surplus":-0.0791216446,"surplus_low":-0.0943931888,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260930P00041000","S":59.82,"K":41.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.716,"greeks":{"delta":-0.0137,"gamma":0.0033,"rho":-0.0006,"theta":-0.0081,"vega":0.0053},"bid":0.04,"ask":0.07,"bs":89,"as":91,"quote_time":"2026-09-04T19:59:58.116757592Z","fair_low":1.5536e-06,"fair":0.0001438012,"fair_high":0.0018888099,"hurdle":0.087,"surplus":-0.0868561988,"surplus_low":-0.0869984464,"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 239/478 = 239
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 221
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":"SLV260914P00048000","S":59.82,"K":48.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.7701,"greeks":{"delta":-0.0168,"gamma":0.0066,"rho":-0.0002,"theta":-0.0189,"vega":0.0035},"bid":0.03,"ask":0.05,"bs":49,"as":66,"quote_time":"2026-09-04T19:59:59.79015167Z","fair_low":4.4192e-06,"fair":0.000243966,"fair_high":0.0024622813,"hurdle":0.062,"surplus":-0.061756034,"surplus_low":-0.0619955808,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930P00037000","S":59.82,"K":37.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.8171,"greeks":{"delta":-0.007,"gamma":0.0016,"rho":-0.0003,"theta":-0.0052,"vega":0.0029},"bid":0.01,"ask":0.05,"bs":48,"as":80,"quote_time":"2026-09-04T19:59:58.116812301Z","fair_low":1.1e-09,"fair":1.3081e-06,"fair_high":6.47257e-05,"hurdle":0.072,"surplus":-0.0719986919,"surplus_low":-0.0719999989,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918P00045500","S":59.82,"K":45.5,"T":0.0383561644,"sigma":0.3892471821,"iv":0.756,"greeks":{"delta":-0.0154,"gamma":0.0049,"rho":-0.0003,"theta":-0.0137,"vega":0.004},"bid":0.04,"ask":0.05,"bs":387,"as":2,"quote_time":"2026-09-04T19:59:57.059778682Z","fair_low":1.7462e-06,"fair":0.0001395781,"fair_high":0.0016945994,"hurdle":0.057,"surplus":-0.0568604219,"surplus_low":-0.0569982538,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260918C00089000","S":59.82,"K":89.0,"T":0.0383561644,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":624,"as":253,"quote_time":"2026-09-04T19:59:57.065315561Z","fair_low":0.0,"fair":7.36e-08,"fair_high":9.1482e-06,"hurdle":0.062,"surplus":-0.0619999264,"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
SPLV QLV90802 archive 238/478 = 238
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 220
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":"SLV260911P00054000","S":59.82,"K":54.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5813,"greeks":{"delta":-0.0428,"gamma":0.025,"rho":-0.0003,"theta":-0.0412,"vega":0.0057},"bid":0.06,"ask":0.07,"bs":700,"as":207,"quote_time":"2026-09-04T19:59:57.079523797Z","fair_low":0.0067508209,"fair":0.0326854289,"fair_high":0.0862964649,"hurdle":0.077,"surplus":-0.0443145711,"surplus_low":-0.0702491791,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260925P00045000","S":59.82,"K":45.0,"T":0.0575342466,"sigma":0.3892471821,"iv":0.6561,"greeks":{"delta":-0.0207,"gamma":0.0057,"rho":-0.0006,"theta":-0.0119,"vega":0.0066},"bid":0.06,"ask":0.08,"bs":540,"as":912,"quote_time":"2026-09-04T19:59:59.293745861Z","fair_low":4.89208e-05,"fair":0.0013787382,"fair_high":0.0093009519,"hurdle":0.092,"surplus":-0.0906212618,"surplus_low":-0.0919510792,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"SLV","occ":"SLV260925C00095000","S":59.82,"K":95.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":120,"as":50,"quote_time":"2026-09-04T19:59:55.020170267Z","fair_low":2e-10,"fair":3.955e-07,"fair_high":3.21743e-05,"hurdle":0.047,"surplus":-0.0469996045,"surplus_low":-0.0469999998,"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 237/478 = 237
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 219
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":"SLV260918C00080000","S":59.82,"K":80.0,"T":0.0383561644,"sigma":0.3892471821,"iv":0.7343,"greeks":{"delta":0.0136,"gamma":0.0046,"rho":0.0002,"theta":-0.0122,"vega":0.0036},"bid":0.03,"ask":0.04,"bs":648,"as":150,"quote_time":"2026-09-04T19:59:57.064348928Z","fair_low":6.974e-07,"fair":8.17003e-05,"fair_high":0.0013004852,"hurdle":0.047,"surplus":-0.0469182997,"surplus_low":-0.0469993026,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260911P00053000","S":59.82,"K":53.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.5978,"greeks":{"delta":-0.0243,"gamma":0.0152,"rho":-0.0002,"theta":-0.0266,"vega":0.0036},"bid":0.01,"ask":0.06,"bs":507,"as":72,"quote_time":"2026-09-04T19:59:59.001235049Z","fair_low":0.0016461599,"fair":0.0122940507,"fair_high":0.0418128167,"hurdle":0.087,"surplus":-0.0747059493,"surplus_low":-0.0853538401,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260925P00040000","S":59.82,"K":40.0,"T":0.0575342466,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":802,"as":808,"quote_time":"2026-09-04T19:59:59.549860094Z","fair_low":1.24e-08,"fair":6.0662e-06,"fair_high":0.0001897707,"hurdle":0.077,"surplus":-0.0769939338,"surplus_low":-0.0769999876,"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