SPLV QLV90802 archive 236/478 = 236
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 218
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":"SLV260930P00042500","S":59.82,"K":42.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6267,"greeks":{"delta":-0.0117,"gamma":0.0033,"rho":-0.0005,"theta":-0.0062,"vega":0.0046},"bid":0.01,"ask":0.07,"bs":360,"as":93,"quote_time":"2026-09-04T19:59:59.628427124Z","fair_low":1.31974e-05,"fair":0.0005894797,"fair_high":0.005259849,"hurdle":0.102,"surplus":-0.1014105203,"surplus_low":-0.1019868026,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260930C00099000","S":59.82,"K":99.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.7806,"greeks":{"delta":0.0069,"gamma":0.0016,"rho":0.0002,"theta":-0.005,"vega":0.0029},"bid":0.01,"ask":0.04,"bs":82,"as":65,"quote_time":"2026-09-04T19:59:59.698072327Z","fair_low":4e-10,"fair":8.466e-07,"fair_high":5.64776e-05,"hurdle":0.057,"surplus":-0.0569991534,"surplus_low":-0.0569999996,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"SLV","occ":"SLV260914P00050000","S":59.82,"K":50.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6456,"greeks":{"delta":-0.0198,"gamma":0.009,"rho":-0.0002,"theta":-0.0182,"vega":0.004},"bid":0.03,"ask":0.05,"bs":277,"as":16,"quote_time":"2026-09-04T19:59:55.05335983Z","fair_low":0.0001555617,"fair":0.0026200282,"fair_high":0.0139011794,"hurdle":0.062,"surplus":-0.0593799718,"surplus_low":-0.0618444383,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260930C00107000","S":59.82,"K":107.0,"T":0.0712328767,"sigma":0.3892471821,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1714,"as":75,"quote_time":"2026-09-04T19:59:58.177737478Z","fair_low":0.0,"fair":1.16e-08,"fair_high":2.6376e-06,"hurdle":0.102,"surplus":-0.1019999884,"surplus_low":-0.102,"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 235/478 = 235
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 217
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":"SLV260914P00049000","S":59.82,"K":49.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6779,"greeks":{"delta":-0.0146,"gamma":0.0066,"rho":-0.0002,"theta":-0.0148,"vega":0.0031},"bid":0.01,"ask":0.05,"bs":72,"as":61,"quote_time":"2026-09-04T19:59:57.0780462Z","fair_low":2.90649e-05,"fair":0.000841847,"fair_high":0.0060981846,"hurdle":0.072,"surplus":-0.071158153,"surplus_low":-0.0719709351,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260911P00050000","S":59.82,"K":50.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.7424,"greeks":{"delta":-0.0094,"gamma":0.0054,"rho":-0.0001,"theta":-0.0146,"vega":0.0016},"bid":0.01,"ask":0.02,"bs":1,"as":57,"quote_time":"2026-09-04T19:59:59.536658803Z","fair_low":6.7076e-06,"fair":0.000306469,"fair_high":0.0027828398,"hurdle":0.027,"surplus":-0.026693531,"surplus_low":-0.0269932924,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"SLV","occ":"SLV260930C00092000","S":59.82,"K":92.0,"T":0.0712328767,"sigma":0.3892471821,"iv":0.731,"greeks":{"delta":0.0125,"gamma":0.0029,"rho":0.0004,"theta":-0.0078,"vega":0.0049},"bid":0.02,"ask":0.07,"bs":492,"as":7,"quote_time":"2026-09-04T19:59:59.53503829Z","fair_low":1.095e-07,"fair":2.85556e-05,"fair_high":0.0006707008,"hurdle":0.097,"surplus":-0.0969714444,"surplus_low":-0.0969998905,"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
SLV Sep8 CRR individual affordable leg values batch 216
Options mispricing2026-09-08 02:18
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":"SLV260911C00070000","S":59.82,"K":70.0,"T":0.0191780822,"sigma":0.3892471821,"iv":0.754,"greeks":{"delta":0.0258,"gamma":0.0127,"rho":0.0002,"theta":-0.0356,"vega":0.0038},"bid":0.02,"ask":0.07,"bs":484,"as":112,"quote_time":"2026-09-04T19:59:57.079490348Z","fair_low":9.0422e-05,"fair":0.0018309126,"fair_high":0.0105742415,"hurdle":0.097,"surplus":-0.0951690874,"surplus_low":-0.096909578,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"SLV","occ":"SLV260916P00046000","S":59.82,"K":46.0,"T":0.0328767123,"sigma":0.3892471821,"iv":0.7923,"greeks":{"delta":-0.0146,"gamma":0.005,"rho":-0.0002,"theta":-0.0152,"vega":0.0035},"bid":0.03,"ask":0.05,"bs":64,"as":69,"quote_time":"2026-09-04T19:59:57.752574487Z","fair_low":6.781e-07,"fair":7.436e-05,"fair_high":0.0010534215,"hurdle":0.062,"surplus":-0.06192564,"surplus_low":-0.0619993219,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"SLV","occ":"SLV260914C00072000","S":59.82,"K":72.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.6153,"greeks":{"delta":0.0168,"gamma":0.0082,"rho":0.0002,"theta":-0.0153,"vega":0.0035},"bid":0.01,"ask":0.05,"bs":59,"as":55,"quote_time":"2026-09-04T19:59:55.018416267Z","fair_low":0.000136978,"fair":0.0025557587,"fair_high":0.0141443743,"hurdle":0.072,"surplus":-0.0694442413,"surplus_low":-0.071863022,"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 234/478 = 234
Quant replication2026-09-08 02:18
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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 215
Options mispricing2026-09-08 02:18
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":"RIOT","occ":"RIOT260918P00014000","S":21.8,"K":14.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":1,"as":1,"quote_time":"2026-09-04T19:55:06.737855354Z","fair_low":0.0009669206,"fair":0.0087821546,"fair_high":0.032825307,"hurdle":0.062,"surplus":-0.0532178454,"surplus_low":-0.0610330794,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"RIOT","occ":"RIOT260911P00016500","S":21.8,"K":16.5,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":11,"quote_time":"2026-09-04T19:59:34.764195875Z","fair_low":0.0023529024,"fair":0.0145647434,"fair_high":0.0454902547,"hurdle":0.042,"surplus":-0.0274352566,"surplus_low":-0.0396470976,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"SLV","occ":"SLV260930P00040500","S":59.82,"K":40.5,"T":0.0712328767,"sigma":0.3892471821,"iv":0.6916,"greeks":{"delta":-0.0095,"gamma":0.0024,"rho":-0.0004,"theta":-0.0057,"vega":0.0038},"bid":0.01,"ask":0.06,"bs":97,"as":81,"quote_time":"2026-09-04T19:59:59.487355186Z","fair_low":7.188e-07,"fair":8.67739e-05,"fair_high":0.0012839022,"hurdle":0.087,"surplus":-0.0869132261,"surplus_low":-0.0869992812,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"SLV","occ":"SLV260914C00074000","S":59.82,"K":74.0,"T":0.0273972603,"sigma":0.3892471821,"iv":0.733,"greeks":{"delta":0.0208,"gamma":0.0082,"rho":0.0002,"theta":-0.0218,"vega":0.0041},"bid":0.01,"ask":0.08,"bs":59,"as":82,"quote_time":"2026-09-04T19:59:59.57774121Z","fair_low":1.31892e-05,"fair":0.0005490666,"fair_high":0.0047222661,"hurdle":0.117,"surplus":-0.1164509334,"surplus_low":-0.1169868108,"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 233/478 = 233
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
RIOT Sep8 CRR individual affordable leg values batch 214
Options mispricing2026-09-08 02:18
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":"RIOT","occ":"RIOT261002P00014000","S":21.8,"K":14.0,"T":0.0767123288,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":131,"as":25,"quote_time":"2026-09-04T19:59:59.914009396Z","fair_low":0.0218202499,"fair":0.0828692469,"fair_high":0.1920646615,"hurdle":0.117,"surplus":-0.0341307531,"surplus_low":-0.0951797501,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"RIOT","occ":"RIOT260911C00028000","S":21.8,"K":28.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":381,"as":14,"quote_time":"2026-09-04T19:59:59.494838515Z","fair_low":0.0074310536,"fair":0.0356312993,"fair_high":0.0933940481,"hurdle":0.087,"surplus":-0.0513687007,"surplus_low":-0.0795689464,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260911C00027000","S":21.8,"K":27.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":16,"as":12,"quote_time":"2026-09-04T19:59:58.071704364Z","fair_low":0.0198524303,"fair":0.0698619644,"fair_high":0.155057942,"hurdle":0.102,"surplus":-0.0321380356,"surplus_low":-0.0821475697,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"RIOT","occ":"RIOT260918C00037000","S":21.8,"K":37.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":1,"as":883,"quote_time":"2026-09-04T19:59:59.904681128Z","fair_low":0.0001842502,"fair":0.0033452976,"fair_high":0.018562435,"hurdle":0.077,"surplus":-0.0736547024,"surplus_low":-0.0768157498,"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 232/478 = 232
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
RIOT Sep8 CRR individual affordable leg values batch 213
Options mispricing2026-09-08 02:18
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":"RIOT","occ":"RIOT260911P00019000","S":21.8,"K":19.0,"T":0.0191780822,"sigma":0.9478839238,"iv":0.9056,"greeks":{"delta":-0.078,"gamma":0.0711,"rho":-0.0002,"theta":-0.0372,"vega":0.0033},"bid":0.07,"ask":0.08,"bs":33,"as":78,"quote_time":"2026-09-04T19:59:59.394646513Z","fair_low":0.0938556204,"fair":0.2011336809,"fair_high":0.3346346738,"hurdle":0.087,"surplus":0.1141336809,"surplus_low":0.0068556204,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"RIOT","occ":"RIOT260911P00018000","S":21.8,"K":18.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":88,"as":81,"quote_time":"2026-09-04T19:59:59.519326549Z","fair_low":0.0271634311,"fair":0.0823699342,"fair_high":0.1677013569,"hurdle":0.072,"surplus":0.0103699342,"surplus_low":-0.0448365689,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260918C00031000","S":21.8,"K":31.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":55,"as":32,"quote_time":"2026-09-04T19:59:59.732134834Z","fair_low":0.011630233,"fair":0.0546422119,"fair_high":0.1418334049,"hurdle":0.057,"surplus":-0.0023577881,"surplus_low":-0.045369767,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"RIOT","occ":"RIOT260911P00017000","S":21.8,"K":17.0,"T":0.0191780822,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":89,"quote_time":"2026-09-04T19:59:59.494648478Z","fair_low":0.0058376058,"fair":0.0277932305,"fair_high":0.0727286884,"hurdle":0.072,"surplus":-0.0442067695,"surplus_low":-0.0661623942,"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 231/478 = 231
Quant replication2026-09-08 02:18
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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 212
Options mispricing2026-09-08 02:18
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":"PATH","occ":"PATH260911C00018000","S":15.19,"K":18.0,"T":0.0191780822,"sigma":0.8886457462,"iv":0.8365,"greeks":{"delta":0.03,"gamma":0.0511,"rho":0,"theta":-0.0114,"vega":0.0011},"bid":0.01,"ask":0.02,"bs":1,"as":14,"quote_time":"2026-09-04T19:59:01.811249353Z","fair_low":0.0284211058,"fair":0.0789890806,"fair_high":0.1527293611,"hurdle":0.027,"surplus":0.0519890806,"surplus_low":0.0014211058,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH260918C00019000","S":15.19,"K":19.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.7678,"greeks":{"delta":0.055,"gamma":0.0549,"rho":0.0002,"theta":-0.0103,"vega":0.0029},"bid":0.03,"ask":0.06,"bs":8,"as":12,"quote_time":"2026-09-04T19:59:51.575696329Z","fair_low":0.0552842033,"fair":0.1402217098,"fair_high":0.2606191777,"hurdle":0.077,"surplus":0.0632217098,"surplus_low":-0.0217157967,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"RIOT","occ":"RIOT260918C00036000","S":21.8,"K":36.0,"T":0.0383561644,"sigma":0.9478839238,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:59.495076122Z","fair_low":0.0003805834,"fair":0.0054124869,"fair_high":0.0261532346,"hurdle":0.042,"surplus":-0.0365875131,"surplus_low":-0.0416194166,"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 230/478 = 230
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
PATH Sep8 CRR individual affordable leg values batch 211
Options mispricing2026-09-08 02:18
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":"PATH","occ":"PATH260918P00012000","S":15.19,"K":12.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.8077,"greeks":{"delta":-0.0388,"gamma":0.0394,"rho":-0.0002,"theta":-0.0081,"vega":0.0022},"bid":0.03,"ask":0.04,"bs":20,"as":1431,"quote_time":"2026-09-04T19:59:59.597890063Z","fair_low":0.0336056796,"fair":0.093289059,"fair_high":0.1784967928,"hurdle":0.047,"surplus":0.046289059,"surplus_low":-0.0133943204,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"PATH","occ":"PATH260918C00020000","S":15.19,"K":20.0,"T":0.0383561644,"sigma":0.8886457462,"iv":0.9557,"greeks":{"delta":0.0589,"gamma":0.0466,"rho":0.0003,"theta":-0.0136,"vega":0.0031},"bid":0.05,"ask":0.07,"bs":25,"as":14,"quote_time":"2026-09-04T19:59:59.112454851Z","fair_low":0.0222083014,"fair":0.0747319651,"fair_high":0.1616209001,"hurdle":0.082,"surplus":-0.0072680349,"surplus_low":-0.0597916986,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"PATH","occ":"PATH261016P00011000","S":15.19,"K":11.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.6237,"greeks":{"delta":-0.0438,"gamma":0.0299,"rho":-0.0008,"theta":-0.0036,"vega":0.0046},"bid":0.05,"ask":0.07,"bs":319,"as":981,"quote_time":"2026-09-04T19:59:58.91172155Z","fair_low":0.1250146525,"fair":0.2733452961,"fair_high":0.4609669992,"hurdle":0.082,"surplus":0.1913452961,"surplus_low":0.0430146525,"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 229/478 = 229
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
PATH Sep8 CRR individual affordable leg values batch 210
Options mispricing2026-09-08 02:18
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":"PATH","occ":"PATH261016C00025000","S":15.19,"K":25.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.7675,"greeks":{"delta":0.0328,"gamma":0.0192,"rho":0.0005,"theta":-0.0036,"vega":0.0036},"bid":0.01,"ask":0.08,"bs":492,"as":1698,"quote_time":"2026-09-04T19:59:59.076819619Z","fair_low":0.0347229362,"fair":0.1234268723,"fair_high":0.2753662622,"hurdle":0.117,"surplus":0.0064268723,"surplus_low":-0.0822770638,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"PATH","occ":"PATH260911C00019500","S":15.19,"K":19.5,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":2,"quote_time":"2026-09-04T19:55:00.345711672Z","fair_low":0.0030045546,"fair":0.0167705507,"fair_high":0.0474544702,"hurdle":0.047,"surplus":-0.0302294493,"surplus_low":-0.0439954454,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"PATH","occ":"PATH260911C00018500","S":15.19,"K":18.5,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":2,"as":2,"quote_time":"2026-09-04T19:59:58.897686745Z","fair_low":0.014048032,"fair":0.0483134206,"fair_high":0.1057144568,"hurdle":0.067,"surplus":-0.0186865794,"surplus_low":-0.052951968,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"PATH","occ":"PATH260918C00020500","S":15.19,"K":20.5,"T":0.0383561644,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":5,"as":707,"quote_time":"2026-09-04T19:59:59.078018472Z","fair_low":0.013943637,"fair":0.0538082607,"fair_high":0.1259218901,"hurdle":0.087,"surplus":-0.0331917393,"surplus_low":-0.073056363,"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 228/478 = 228
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
SPLV QLV90802 archive 227/478 = 227
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
PATH Sep8 CRR individual affordable leg values batch 209
Options mispricing2026-09-08 02:18
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":"PATH","occ":"PATH260911C00020000","S":15.19,"K":20.0,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":206,"as":424,"quote_time":"2026-09-04T19:59:59.100168857Z","fair_low":0.0013286989,"fair":0.0095064659,"fair_high":0.0314142627,"hurdle":0.027,"surplus":-0.0174935341,"surplus_low":-0.0256713011,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH261016C00024000","S":15.19,"K":24.0,"T":0.1150684932,"sigma":0.8886457462,"iv":0.688,"greeks":{"delta":0.0287,"gamma":0.0192,"rho":0.0004,"theta":-0.0029,"vega":0.0033},"bid":0.01,"ask":0.06,"bs":1,"as":870,"quote_time":"2026-09-04T19:59:59.078258091Z","fair_low":0.0533747348,"fair":0.1659495116,"fair_high":0.34174309,"hurdle":0.087,"surplus":0.0789495116,"surplus_low":-0.0336252652,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"PATH","occ":"PATH260925C00023000","S":15.19,"K":23.0,"T":0.0575342466,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":1,"as":515,"quote_time":"2026-09-04T19:59:59.919308306Z","fair_low":0.0079923588,"fair":0.0396879894,"fair_high":0.1070658891,"hurdle":0.027,"surplus":0.0126879894,"surplus_low":-0.0190076412,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"PATH","occ":"PATH261002P00012000","S":15.19,"K":12.0,"T":0.0767123288,"sigma":0.8886457462,"iv":0.5529,"greeks":{"delta":-0.0423,"gamma":0.041,"rho":-0.0005,"theta":-0.0039,"vega":0.0036},"bid":0.01,"ask":0.07,"bs":469,"as":450,"quote_time":"2026-09-04T19:59:59.204304789Z","fair_low":0.1451268576,"fair":0.2916261788,"fair_high":0.4698980252,"hurdle":0.102,"surplus":0.1896261788,"surplus_low":0.0431268576,"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 226/478 = 226
Quant replication2026-09-08 02:18
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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 208
Options mispricing2026-09-08 02:18
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":"NVDA","occ":"NVDA260916C00275000","S":230.36,"K":275.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.4819,"greeks":{"delta":0.0096,"gamma":0.0015,"rho":0.0005,"theta":-0.025,"vega":0.0093},"bid":0.04,"ask":0.07,"bs":79,"as":37,"quote_time":"2026-09-04T19:59:59.939425009Z","fair_low":0.0161987478,"fair":0.1077132015,"fair_high":0.3385688241,"hurdle":0.087,"surplus":0.0207132015,"surplus_low":-0.0708012522,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00115000","S":230.36,"K":115.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":60,"as":125,"quote_time":"2026-09-04T19:59:59.47985625Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00135000","S":230.36,"K":135.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":10,"as":1,"quote_time":"2026-09-04T19:59:59.397233518Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.092,"surplus":-0.092,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"PATH","occ":"PATH260911C00019000","S":15.19,"K":19.0,"T":0.0191780822,"sigma":0.8886457462,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":49,"as":812,"quote_time":"2026-09-04T19:59:59.940423934Z","fair_low":0.0066209641,"fair":0.0286592354,"fair_high":0.0716103258,"hurdle":0.117,"surplus":-0.0883407646,"surplus_low":-0.1103790359,"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 225/478 = 225
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
NVDA Sep8 CRR individual affordable leg values batch 207
Options mispricing2026-09-08 02:18
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":"NVDA","occ":"NVDA261002P00060000","S":230.36,"K":60.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":35,"as":35,"quote_time":"2026-09-04T19:59:58.341068409Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260918P00085000","S":230.36,"K":85.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.685106423Z","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":"NVDA","occ":"NVDA260911P00175000","S":230.36,"K":175.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.04,"bs":104,"as":20,"quote_time":"2026-09-04T19:59:59.405112583Z","fair_low":1.39e-08,"fair":9.1163e-06,"fair_high":0.0003340877,"hurdle":0.052,"surplus":-0.0519908837,"surplus_low":-0.0519999861,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261009P00085000","S":230.36,"K":85.0,"T":0.095890411,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.06,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:59.397422623Z","fair_low":0.0,"fair":0.0,"fair_high":1.7e-09,"hurdle":0.082,"surplus":-0.082,"surplus_low":-0.082,"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 224/478 = 224
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code