NVDA Sep8 CRR individual affordable leg values batch 206
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":"NVDA261016C00380000","S":230.36,"K":380.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5398,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0007,"theta":-0.0048,"vega":0.0069},"bid":0.03,"ask":0.04,"bs":33,"as":10,"quote_time":"2026-09-04T19:59:59.631505335Z","fair_low":0.0001479503,"fair":0.0060064485,"fair_high":0.0509342512,"hurdle":0.047,"surplus":-0.0409935515,"surplus_low":-0.0468520497,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260925C00310000","S":230.36,"K":310.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5396,"greeks":{"delta":0.0075,"gamma":0.0007,"rho":0.0008,"theta":-0.0159,"vega":0.0105},"bid":0.05,"ask":0.08,"bs":64,"as":63,"quote_time":"2026-09-04T19:59:59.615585855Z","fair_low":0.0016252634,"fair":0.0252517421,"fair_high":0.127521346,"hurdle":0.097,"surplus":-0.0717482579,"surplus_low":-0.0953747366,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA261016P00065000","S":230.36,"K":65.0,"T":0.1150684932,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":5,"as":12,"quote_time":"2026-09-04T19:59:59.615149561Z","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":"NVDA","occ":"NVDA261016C00360000","S":230.36,"K":360.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4944,"greeks":{"delta":0.0037,"gamma":0.0003,"rho":0.0009,"theta":-0.0053,"vega":0.0082},"bid":0.01,"ask":0.07,"bs":5,"as":78,"quote_time":"2026-09-04T19:59:59.767585076Z","fair_low":0.0010175253,"fair":0.0214962793,"fair_high":0.127916859,"hurdle":0.102,"surplus":-0.0805037207,"surplus_low":-0.1009824747,"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 223/478 = 223
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 205
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":"NVDA261016C00355000","S":230.36,"K":355.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5053,"greeks":{"delta":0.0056,"gamma":0.0004,"rho":0.0013,"theta":-0.0079,"vega":0.0121},"bid":0.05,"ask":0.08,"bs":71,"as":99,"quote_time":"2026-09-04T19:59:59.147992111Z","fair_low":0.0016646509,"fair":0.0293141112,"fair_high":0.1596018959,"hurdle":0.097,"surplus":-0.0676858888,"surplus_low":-0.0953353491,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00185000","S":230.36,"K":185.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":15,"as":300,"quote_time":"2026-09-04T19:59:59.480230656Z","fair_low":7.7962e-06,"fair":0.0005428923,"fair_high":0.0063797256,"hurdle":0.067,"surplus":-0.0664571077,"surplus_low":-0.0669922038,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00120000","S":230.36,"K":120.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":12,"as":100,"quote_time":"2026-09-04T19:59:59.714889989Z","fair_low":0.0,"fair":7e-10,"fair_high":5.161e-07,"hurdle":0.087,"surplus":-0.0869999993,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00125000","S":230.36,"K":125.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.06,"bs":100,"as":42,"quote_time":"2026-09-04T19:59:59.390672565Z","fair_low":0.0,"fair":9.5e-09,"fair_high":3.12e-06,"hurdle":0.082,"surplus":-0.0819999905,"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 222/478 = 222
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 204
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":"NVDA260918P00100000","S":230.36,"K":100.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":52,"as":10,"quote_time":"2026-09-04T19:59:58.169173322Z","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":"NVDA260911P00140000","S":230.36,"K":140.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":20,"as":15,"quote_time":"2026-09-04T19:59:59.40302586Z","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":"NVDA260914C00290000","S":230.36,"K":290.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.66,"greeks":{"delta":0.0061,"gamma":0.0008,"rho":0.0003,"theta":-0.0259,"vega":0.0055},"bid":0.03,"ask":0.05,"bs":32,"as":5,"quote_time":"2026-09-04T19:59:59.920013577Z","fair_low":0.0001734894,"fair":0.0048122737,"fair_high":0.0349001487,"hurdle":0.062,"surplus":-0.0571877263,"surplus_low":-0.0618265106,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260918P00130000","S":230.36,"K":130.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":74,"as":98,"quote_time":"2026-09-04T19:59:59.206010423Z","fair_low":0.0,"fair":0.0,"fair_high":5e-08,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"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 221/478 = 221
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 203
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":"NVDA261016C00400000","S":230.36,"K":400.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5707,"greeks":{"delta":0.0021,"gamma":0.0002,"rho":0.0005,"theta":-0.0037,"vega":0.005},"bid":0.01,"ask":0.04,"bs":63,"as":10,"quote_time":"2026-09-04T19:59:58.545570539Z","fair_low":1.93467e-05,"fair":0.0015895075,"fair_high":0.0197057198,"hurdle":0.057,"surplus":-0.0554104925,"surplus_low":-0.0569806533,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00375000","S":230.36,"K":375.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.501,"greeks":{"delta":0.0019,"gamma":0.0002,"rho":0.0004,"theta":-0.003,"vega":0.0046},"bid":0.01,"ask":0.03,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.805926657Z","fair_low":0.0002474352,"fair":0.0083065785,"fair_high":0.0631719642,"hurdle":0.042,"surplus":-0.0336934215,"surplus_low":-0.0417525648,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260916C00290000","S":230.36,"K":290.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.5816,"greeks":{"delta":0.0061,"gamma":0.0008,"rho":0.0003,"theta":-0.0202,"vega":0.0062},"bid":0.01,"ask":0.07,"bs":33,"as":51,"quote_time":"2026-09-04T19:59:59.614330282Z","fair_low":0.000788959,"fair":0.0140071675,"fair_high":0.0771704259,"hurdle":0.102,"surplus":-0.0879928325,"surplus_low":-0.101211041,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261016P00085000","S":230.36,"K":85.0,"T":0.1150684932,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":9,"quote_time":"2026-09-04T19:59:59.694004931Z","fair_low":0.0,"fair":0.0,"fair_high":5.27e-08,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 220/478 = 220
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 202
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":"NVDA260925P00110000","S":230.36,"K":110.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":3,"as":33,"quote_time":"2026-09-04T19:59:59.777188365Z","fair_low":0.0,"fair":0.0,"fair_high":8.5e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260918C00320000","S":230.36,"K":320.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.7066,"greeks":{"delta":0.0041,"gamma":0.0004,"rho":0.0003,"theta":-0.0157,"vega":0.0049},"bid":0.03,"ask":0.04,"bs":23,"as":40,"quote_time":"2026-09-04T19:59:59.748369059Z","fair_low":4.4051e-06,"fair":0.0004835495,"fair_high":0.0068121081,"hurdle":0.047,"surplus":-0.0465164505,"surplus_low":-0.0469955949,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00350000","S":230.36,"K":350.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4723,"greeks":{"delta":0.0043,"gamma":0.0004,"rho":0.001,"theta":-0.0058,"vega":0.0094},"bid":0.02,"ask":0.07,"bs":83,"as":10,"quote_time":"2026-09-04T19:59:59.863834669Z","fair_low":0.0026780385,"fair":0.0404190561,"fair_high":0.2000253525,"hurdle":0.097,"surplus":-0.0565809439,"surplus_low":-0.0943219615,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918C00290000","S":230.36,"K":290.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.4888,"greeks":{"delta":0.0034,"gamma":0.0005,"rho":0.0002,"theta":-0.0092,"vega":0.0041},"bid":0.01,"ask":0.03,"bs":130,"as":36,"quote_time":"2026-09-04T19:59:59.990312421Z","fair_low":0.0024676117,"fair":0.0311580885,"fair_high":0.140175739,"hurdle":0.042,"surplus":-0.0108419115,"surplus_low":-0.0395323883,"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 219/478 = 219
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 201
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":"NVDA261016C00385000","S":230.36,"K":385.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5657,"greeks":{"delta":0.0036,"gamma":0.0003,"rho":0.0008,"theta":-0.006,"vega":0.0082},"bid":0.03,"ask":0.06,"bs":10,"as":14,"quote_time":"2026-09-04T19:59:59.810823259Z","fair_low":8.82025e-05,"fair":0.0042213144,"fair_high":0.0393840722,"hurdle":0.077,"surplus":-0.0727786856,"surplus_low":-0.0769117975,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA261002C00330000","S":230.36,"K":330.0,"T":0.0767123288,"sigma":0.4468299881,"iv":0.4888,"greeks":{"delta":0.0029,"gamma":0.0003,"rho":0.0004,"theta":-0.0053,"vega":0.0054},"bid":0.01,"ask":0.04,"bs":86,"as":121,"quote_time":"2026-09-04T19:59:59.964911559Z","fair_low":0.0009923231,"fair":0.0192585425,"fair_high":0.1085021349,"hurdle":0.057,"surplus":-0.0377414575,"surplus_low":-0.0560076769,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA261016C00365000","S":230.36,"K":365.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5013,"greeks":{"delta":0.0032,"gamma":0.0003,"rho":0.0007,"theta":-0.0048,"vega":0.0073},"bid":0.01,"ask":0.06,"bs":32,"as":37,"quote_time":"2026-09-04T19:59:59.810873208Z","fair_low":0.0006443457,"fair":0.0158399136,"fair_high":0.100782744,"hurdle":0.087,"surplus":-0.0711600864,"surplus_low":-0.0863556543,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260918P00095000","S":230.36,"K":95.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":32,"as":10,"quote_time":"2026-09-04T19:59:58.685098265Z","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}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 218/478 = 218
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 200
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":"NVDA261016C00370000","S":230.36,"K":370.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.4767,"greeks":{"delta":0.0015,"gamma":0.0001,"rho":0.0004,"theta":-0.0023,"vega":0.0037},"bid":0.01,"ask":0.02,"bs":11,"as":10,"quote_time":"2026-09-04T19:59:59.804228699Z","fair_low":0.0004039752,"fair":0.0112854035,"fair_high":0.0810448596,"hurdle":0.027,"surplus":-0.0157145965,"surplus_low":-0.0265960248,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260918P00155000","S":230.36,"K":155.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":59,"as":80,"quote_time":"2026-09-04T19:59:59.559775638Z","fair_low":8.6e-09,"fair":7.2579e-06,"fair_high":0.0003267463,"hurdle":0.102,"surplus":-0.1019927421,"surplus_low":-0.1019999914,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00120000","S":230.36,"K":120.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":24,"as":12,"quote_time":"2026-09-04T19:59:59.547169648Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA261016C00440000","S":230.36,"K":440.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.693,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0007,"theta":-0.0063,"vega":0.007},"bid":0.03,"ask":0.06,"bs":5,"as":23,"quote_time":"2026-09-04T19:59:59.933105176Z","fair_low":2.759e-07,"fair":9.8346e-05,"fair_high":0.0027169696,"hurdle":0.077,"surplus":-0.076901654,"surplus_low":-0.0769997241,"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
NVDA Sep8 CRR individual affordable leg values batch 199
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":"NVDA260911C00275000","S":230.36,"K":275.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.7072,"greeks":{"delta":0.0082,"gamma":0.0013,"rho":0.0002,"theta":-0.0476,"vega":0.0054},"bid":0.04,"ask":0.05,"bs":100,"as":271,"quote_time":"2026-09-04T19:59:59.362896708Z","fair_low":0.0005264409,"fair":0.0096804656,"fair_high":0.0536811945,"hurdle":0.057,"surplus":-0.0473195344,"surplus_low":-0.0564735591,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260911C00280000","S":230.36,"K":280.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.7466,"greeks":{"delta":0.0062,"gamma":0.001,"rho":0.0002,"theta":-0.0393,"vega":0.0042},"bid":0.03,"ask":0.04,"bs":103,"as":110,"quote_time":"2026-09-04T19:59:59.495858394Z","fair_low":0.0001097593,"fair":0.0034560695,"fair_high":0.0256519915,"hurdle":0.047,"surplus":-0.0435439305,"surplus_low":-0.0468902407,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"NVDA","occ":"NVDA260911P00160000","S":230.36,"K":160.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":13,"as":80,"quote_time":"2026-09-04T19:59:59.825443502Z","fair_low":0.0,"fair":2e-09,"fair_high":9.107e-07,"hurdle":0.102,"surplus":-0.101999998,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00110000","S":230.36,"K":110.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":150,"as":100,"quote_time":"2026-09-04T19:59:59.761500432Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 217/478 = 217
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 198
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":"NVDA260925C00320000","S":230.36,"K":320.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5723,"greeks":{"delta":0.0056,"gamma":0.0005,"rho":0.0006,"theta":-0.013,"vega":0.0081},"bid":0.04,"ask":0.06,"bs":5,"as":2,"quote_time":"2026-09-04T19:59:59.672962319Z","fair_low":0.000342034,"fair":0.0091175656,"fair_high":0.06016461,"hurdle":0.072,"surplus":-0.0628824344,"surplus_low":-0.071657966,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260925P00075000","S":230.36,"K":75.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.686487736Z","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":"NVDA260918P00125000","S":230.36,"K":125.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.06,"bs":8,"as":9,"quote_time":"2026-09-04T19:59:59.813423941Z","fair_low":0.0,"fair":0.0,"fair_high":4.4e-09,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260918C00285000","S":230.36,"K":285.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5247,"greeks":{"delta":0.0101,"gamma":0.0013,"rho":0.0007,"theta":-0.0259,"vega":0.0108},"bid":0.06,"ask":0.08,"bs":308,"as":1335,"quote_time":"2026-09-04T19:59:59.559804519Z","fair_low":0.0062142725,"fair":0.0571604632,"fair_high":0.2194631657,"hurdle":0.092,"surplus":-0.0348395368,"surplus_low":-0.0857857275,"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 216/478 = 216
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 197
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":"NVDA260925P00100000","S":230.36,"K":100.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":4,"as":6,"quote_time":"2026-09-04T19:59:59.363722512Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00140000","S":230.36,"K":140.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":6,"as":11,"quote_time":"2026-09-04T19:59:59.793021206Z","fair_low":0.0,"fair":9e-09,"fair_high":2.9103e-06,"hurdle":0.072,"surplus":-0.071999991,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260925P00105000","S":230.36,"K":105.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":5,"as":50,"quote_time":"2026-09-04T19:59:59.61529755Z","fair_low":0.0,"fair":0.0,"fair_high":7e-10,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00090000","S":230.36,"K":90.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":73,"as":32,"quote_time":"2026-09-04T19:59:58.100179778Z","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}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 215/478 = 215
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 196
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":"NVDA261009C00325000","S":230.36,"K":325.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.4619,"greeks":{"delta":0.0071,"gamma":0.0006,"rho":0.0014,"theta":-0.0098,"vega":0.0134},"bid":0.06,"ask":0.08,"bs":10,"as":110,"quote_time":"2026-09-04T19:59:59.542331652Z","fair_low":0.0082894376,"fair":0.0845158312,"fair_high":0.3339631096,"hurdle":0.092,"surplus":-0.0074841688,"surplus_low":-0.0837105624,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260925P00115000","S":230.36,"K":115.0,"T":0.0575342466,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":7,"as":30,"quote_time":"2026-09-04T19:59:59.397477748Z","fair_low":0.0,"fair":0.0,"fair_high":7.19e-08,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260918C00295000","S":230.36,"K":295.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5797,"greeks":{"delta":0.0075,"gamma":0.0009,"rho":0.0005,"theta":-0.0218,"vega":0.0082},"bid":0.05,"ask":0.06,"bs":10,"as":126,"quote_time":"2026-09-04T19:59:59.125764098Z","fair_low":0.000925822,"fair":0.0160516098,"fair_high":0.0878667239,"hurdle":0.067,"surplus":-0.0509483902,"surplus_low":-0.066074178,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00165000","S":230.36,"K":165.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":10,"as":100,"quote_time":"2026-09-04T19:59:59.598717598Z","fair_low":0.0,"fair":4.46e-08,"fair_high":8.1815e-06,"hurdle":0.102,"surplus":-0.1019999554,"surplus_low":-0.102,"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 214/478 = 214
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 195
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":"NVDA261016C00410000","S":230.36,"K":410.0,"T":0.1150684932,"sigma":0.4468299881,"iv":0.5683,"greeks":{"delta":0.0013,"gamma":0.0001,"rho":0.0003,"theta":-0.0024,"vega":0.0032},"bid":0.01,"ask":0.02,"bs":43,"as":10,"quote_time":"2026-09-04T19:59:58.685870517Z","fair_low":7.022e-06,"fair":0.0007921714,"fair_high":0.0121402217,"hurdle":0.027,"surplus":-0.0262078286,"surplus_low":-0.026992978,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA261009C00360000","S":230.36,"K":360.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.5465,"greeks":{"delta":0.0037,"gamma":0.0003,"rho":0.0007,"theta":-0.0064,"vega":0.0074},"bid":0.01,"ask":0.07,"bs":32,"as":24,"quote_time":"2026-09-04T19:59:59.615245021Z","fair_low":0.0002047501,"fair":0.0070020494,"fair_high":0.0541149973,"hurdle":0.102,"surplus":-0.0949979506,"surplus_low":-0.1017952499,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261009C00335000","S":230.36,"K":335.0,"T":0.095890411,"sigma":0.4468299881,"iv":0.474,"greeks":{"delta":0.0046,"gamma":0.0004,"rho":0.0009,"theta":-0.0069,"vega":0.0092},"bid":0.04,"ask":0.05,"bs":23,"as":47,"quote_time":"2026-09-04T19:59:59.569190742Z","fair_low":0.0030065946,"fair":0.0421115822,"fair_high":0.2002016089,"hurdle":0.057,"surplus":-0.0148884178,"surplus_low":-0.0539934054,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260911P00150000","S":230.36,"K":150.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":104,"as":1,"quote_time":"2026-09-04T19:59:59.802047815Z","fair_low":0.0,"fair":0.0,"fair_high":4.7e-09,"hurdle":0.087,"surplus":-0.087,"surplus_low":-0.087,"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 213/478 = 213
Quant replication2026-09-08 02:18
E3CPeQR4OmyvtGIt+IDITe/fCB4kqAF2zO0hGWWowv0nwR2cme0CVba3t+OohW8+UCYb12FD8dnT1/T1m41NafZ6TvE20acR8baLi0w5S+xgbb+nHDQJ6jZN4utXLtsbzdUGDOeTNZOHqztxC8thhK8huiGmV0bJX7wS9PYvQxSqpOv+sA4GA1lOH4moDel60KjcFFs+z1T9BVLk7/6teW/rorNzhwMFb170jKpIxucC90i7Y9IWMtzXFj0ueokF44j4ex7r6QSz8JAPiIb+1Ew5Ayl/ZClcL5Ap5mhhUZOCdn+LzQX45Cat0vfkfKMR2CRdta0MngVPCsOInldn8/Xi35NBpti9eUXSBmv9EjOnPOJKoWYhAXYKUPWPsGyw+C3QHkWuzNEZPwMP5M4UziyaHj+gah8uHQgTVoWOx0ZMBMbsyToKJ1X6wbSgU3AFKllVZTUWNfR0X4BW5KP3hIU2zmuaVguEUqId91eODOETGgkSa9EAKyC+Zfd1j8fshOmFnTQe4P87zJer4V7vwFohG85btI+thhuv81gTSHFH9lpgHhQyxFEsxqlYUOMb+dvdSaU1MmULexNJRDxW8ylKLYJtUYgnE1fBWtC4fy7bhJlK2NAK9TIzri+4KhGZFIeMGsRsFLw0XDZRIEExGlR9A0hXlh+vbf7KUPcyP/Lp7xerVyBsPCQB1siIk4HifFcf6WEEvtrcYw0fmgg2DnadP6wo5J8PfWWpuVpnR+1D9u47ghplwfpesBTcwIov0Q19LKXLu/dcuUCo0LS6fkUXNJkI7cCXMLsCIo2LPHG+Jhqv8RSY+5emMWNLIQBSOD0cejJawcQrW9nD7gHHtCfiXYpsT71PBCjI0MVYvIQ1lds0g5hyR7c43p/IHU12mZmxJ2566703BofUV7q3ksJ4rCa3/S0sPobP0mwadOHYsYtmiACD5cQJnT0kBTbgXXhsbOru/GoQ6cVJd/fmWPqv/oTfL5GoBvlCXMy3LWCYoZksTyCJ6HwqMzWTsbpUn3gAzPr4YlSF4mPQcyIcYNI2EdIn/tNl8u+fcOmcoUH184CU37V4qLoXlkMFTfZ7KS4amzOvlsE3AuVTp9UBeBsTFawzX770dA/KUJjFo3KYOo66qUdQF3YVTFZlXet+mmg0dUTEd2YMi6eyA8FJHXQu67VYEW6jzZSVNK/xhPY2W8MFHbi65uOJxCvIFzfVnPAHcG0lnctGAFFSk04lzw5Vy4fqHCS3UJ/20zFWawgW/b2U5jCYCruFqcDvMjRermTZk6Ph9zeZIsQqwuhvT7hD2CoK+x4vdPVbwkgYQoRRhKgvLtdHn4+An76srHiUO9xdFz3D5CiUQwBPvB22ILzBNdkaxSrtbwhctF8PXUBPDrANqqhFhMmmqirRhEVKyOw0Oog3qoYWW5Yoc2i043lZygNxwUDhUpQvKnYe5EIALnec0VN4gorolOZ4++ceJIQsb8Y0YdZRq53ZlTvUSRYrmqnBREIIwhVf382DEl/PMftuti/pW9mARbuNZwVPPMFUHq+w5nDFYVam3ReOwQWGeclO4jzpM2Vcd5iNZeui11DL9pB2BTmI5J0HLFsLgBQTjNl1O/SjRewwg4DWMLoJi2hVlBWXHUa7O5i1NMdF/VgLUFDpHwGof4aTN9KGiejPpbTyV05piEhaIQ+Z3rxK2uuCyyv+9wYXud/tK+bYA5V2+F1W7ARMhpKPiYBxmp/TPyiSrk4CGEXuQ5SRhUweCnTB1QxQ3hOZ/SWdoxaxVUe1s80Hqa5ShBFf6uxd5GTUvpzNwoWY+0KpF17A7Li7nUCofyihMvAJImxJZT3L81Im5InQv8/x3Y7AWd7haYPmcppDEsPACIeTJPezMSt07VrWS40FKFl5PmkwJJ6xHcM31w4RuhwmPGNGUjH+5xJFuQiQK0kRPrS1um68puAaVkIX+O7GwPjbqS1OLrncn4BcxVJS1CO1Z0l3ZnzpRldZqX
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
NVDA Sep8 CRR individual affordable leg values batch 194
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":"NVDA260916C00285000","S":230.36,"K":285.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.5507,"greeks":{"delta":0.0071,"gamma":0.001,"rho":0.0004,"theta":-0.022,"vega":0.0071},"bid":0.01,"ask":0.08,"bs":46,"as":63,"quote_time":"2026-09-04T19:59:59.550903126Z","fair_low":0.0022877712,"fair":0.0288512123,"fair_high":0.1294605675,"hurdle":0.117,"surplus":-0.0881487877,"surplus_low":-0.1147122288,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260911P00130000","S":230.36,"K":130.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":101,"as":32,"quote_time":"2026-09-04T19:59:58.532835457Z","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":"NVDA260925C00335000","S":230.36,"K":335.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.6089,"greeks":{"delta":0.0033,"gamma":0.0003,"rho":0.0004,"theta":-0.0087,"vega":0.0051},"bid":0.01,"ask":0.05,"bs":9,"as":16,"quote_time":"2026-09-04T19:59:59.807657995Z","fair_low":2.96507e-05,"fair":0.0018178763,"fair_high":0.0192011188,"hurdle":0.072,"surplus":-0.0701821237,"surplus_low":-0.0719703493,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NVDA","occ":"NVDA260914C00295000","S":230.36,"K":295.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.6536,"greeks":{"delta":0.0032,"gamma":0.0005,"rho":0.0001,"theta":-0.0147,"vega":0.0031},"bid":0.01,"ask":0.03,"bs":25,"as":7,"quote_time":"2026-09-04T19:59:59.708865834Z","fair_low":4.68289e-05,"fair":0.0020848169,"fair_high":0.0186966192,"hurdle":0.042,"surplus":-0.0399151831,"surplus_low":-0.0419531711,"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 212/478 = 212
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code