NVDA Sep8 CRR individual affordable leg values batch 193
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":"NVDA260918P00135000","S":230.36,"K":135.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.02,"ask":0.07,"bs":75,"as":59,"quote_time":"2026-09-04T19:59:59.095326196Z","fair_low":0.0,"fair":6e-10,"fair_high":3.952e-07,"hurdle":0.097,"surplus":-0.0969999994,"surplus_low":-0.097,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260918P00080000","S":230.36,"K":80.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":58,"as":60,"quote_time":"2026-09-04T19:56:46.475277321Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.027,"surplus":-0.027,"surplus_low":-0.027,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260925C00325000","S":230.36,"K":325.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5298,"greeks":{"delta":0.002,"gamma":0.0002,"rho":0.0002,"theta":-0.0047,"vega":0.0032},"bid":0.01,"ask":0.02,"bs":11,"as":16,"quote_time":"2026-09-04T19:59:59.808771386Z","fair_low":0.0001582944,"fair":0.0053825355,"fair_high":0.0411936596,"hurdle":0.027,"surplus":-0.0216174645,"surplus_low":-0.0268417056,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"NVDA","occ":"NVDA260918C00310000","S":230.36,"K":310.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.6365,"greeks":{"delta":0.0039,"gamma":0.0005,"rho":0.0003,"theta":-0.0136,"vega":0.0047},"bid":0.01,"ask":0.05,"bs":12,"as":117,"quote_time":"2026-09-04T19:59:59.74258126Z","fair_low":4.09796e-05,"fair":0.0020398909,"fair_high":0.0194417398,"hurdle":0.072,"surplus":-0.0699601091,"surplus_low":-0.0719590204,"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 211/478 = 211
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 192
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":"NVDA260925C00315000","S":230.36,"K":315.0,"T":0.0575342466,"sigma":0.4468299881,"iv":0.5541,"greeks":{"delta":0.0063,"gamma":0.0006,"rho":0.0007,"theta":-0.014,"vega":0.009},"bid":0.04,"ask":0.07,"bs":144,"as":103,"quote_time":"2026-09-04T19:59:59.418126302Z","fair_low":0.0007555819,"fair":0.0152678681,"fair_high":0.0880946475,"hurdle":0.087,"surplus":-0.0717321319,"surplus_low":-0.0862444181,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261002P00120000","S":230.36,"K":120.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":17,"as":274,"quote_time":"2026-09-04T19:59:59.499322053Z","fair_low":0.0,"fair":1.517e-07,"fair_high":2.13591e-05,"hurdle":0.107,"surplus":-0.1069998483,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260916C00295000","S":230.36,"K":295.0,"T":0.0328767123,"sigma":0.4468299881,"iv":0.6269,"greeks":{"delta":0.0063,"gamma":0.0008,"rho":0.0003,"theta":-0.0226,"vega":0.0064},"bid":0.03,"ask":0.06,"bs":49,"as":72,"quote_time":"2026-09-04T19:59:59.640246421Z","fair_low":0.0002577708,"fair":0.0068540706,"fair_high":0.0445489513,"hurdle":0.077,"surplus":-0.0701459294,"surplus_low":-0.0767422292,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260911P00145000","S":230.36,"K":145.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":3,"as":32,"quote_time":"2026-09-04T19:59:59.758147871Z","fair_low":0.0,"fair":0.0,"fair_high":2e-10,"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 210/478 = 210
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 191
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":"NVDA260911P00170000","S":230.36,"K":170.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":20,"as":1,"quote_time":"2026-09-04T19:59:59.658159383Z","fair_low":3e-10,"fair":7.648e-07,"fair_high":5.708e-05,"hurdle":0.102,"surplus":-0.1019992352,"surplus_low":-0.1019999997,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA260911P00155000","S":230.36,"K":155.0,"T":0.0191780822,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":64,"as":331,"quote_time":"2026-09-04T19:59:59.207947058Z","fair_low":0.0,"fair":1e-10,"fair_high":7.71e-08,"hurdle":0.087,"surplus":-0.0869999999,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NVDA","occ":"NVDA261002P00070000","S":230.36,"K":70.0,"T":0.0767123288,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T19:59:58.68664507Z","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":"NVDA261002C00325000","S":230.36,"K":325.0,"T":0.0767123288,"sigma":0.4468299881,"iv":0.5192,"greeks":{"delta":0.0067,"gamma":0.0006,"rho":0.001,"theta":-0.0118,"vega":0.0112},"bid":0.05,"ask":0.08,"bs":113,"as":69,"quote_time":"2026-09-04T19:59:59.735042679Z","fair_low":0.0018509389,"fair":0.029058383,"fair_high":0.1481642611,"hurdle":0.097,"surplus":-0.067941617,"surplus_low":-0.0951490611,"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 209/478 = 209
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 190
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":"NVDA260914C00280000","S":230.36,"K":280.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.531,"greeks":{"delta":0.0039,"gamma":0.0007,"rho":0.0002,"theta":-0.0141,"vega":0.0037},"bid":0.01,"ask":0.03,"bs":39,"as":15,"quote_time":"2026-09-04T19:59:59.317486402Z","fair_low":0.0019598591,"fair":0.0250171598,"fair_high":0.1136710544,"hurdle":0.042,"surplus":-0.0169828402,"surplus_low":-0.0400401409,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260911C00270000","S":230.36,"K":270.0,"T":0.0191780822,"sigma":0.4468299881,"iv":0.6604,"greeks":{"delta":0.0104,"gamma":0.0017,"rho":0.0003,"theta":-0.055,"vega":0.0066},"bid":0.05,"ask":0.06,"bs":87,"as":76,"quote_time":"2026-09-04T19:59:59.614077262Z","fair_low":0.0022558791,"fair":0.0254650879,"fair_high":0.1090573668,"hurdle":0.067,"surplus":-0.0415349121,"surplus_low":-0.0647441209,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"NVDA","occ":"NVDA260914P00175000","S":230.36,"K":175.0,"T":0.0273972603,"sigma":0.4468299881,"iv":0.8378,"greeks":{"delta":-0.0082,"gamma":0.0008,"rho":-0.0004,"theta":-0.0424,"vega":0.0071},"bid":0.07,"ask":0.08,"bs":49,"as":10,"quote_time":"2026-09-04T19:59:59.634448711Z","fair_low":2.925e-06,"fair":0.0003096574,"fair_high":0.0043673651,"hurdle":0.087,"surplus":-0.0866903426,"surplus_low":-0.086997075,"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 208/478 = 208
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 207/478 = 207
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 189
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":"NBIS","occ":"NBIS260911P00120000","S":226.39,"K":120.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":29,"as":35,"quote_time":"2026-09-04T19:59:59.932837488Z","fair_low":1.18037e-05,"fair":0.0009914158,"fair_high":0.0121718645,"hurdle":0.062,"surplus":-0.0610085842,"surplus_low":-0.0619881963,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260911P00125000","S":226.39,"K":125.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":7,"as":87,"quote_time":"2026-09-04T19:59:59.970881784Z","fair_low":5.1035e-05,"fair":0.0025398857,"fair_high":0.02422696,"hurdle":0.117,"surplus":-0.1144601143,"surplus_low":-0.116948965,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NVDA","occ":"NVDA260918P00120000","S":230.36,"K":120.0,"T":0.0383561644,"sigma":0.4468299881,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":220,"as":125,"quote_time":"2026-09-04T19:59:59.741944816Z","fair_low":0.0,"fair":0.0,"fair_high":3e-10,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NVDA","occ":"NVDA260918C00300000","S":230.36,"K":300.0,"T":0.0383561644,"sigma":0.4468299881,"iv":0.5368,"greeks":{"delta":0.0024,"gamma":0.0004,"rho":0.0002,"theta":-0.0074,"vega":0.003},"bid":0.01,"ask":0.02,"bs":53,"as":991,"quote_time":"2026-09-04T19:59:59.86316321Z","fair_low":0.0003534429,"fair":0.0084528154,"fair_high":0.0540766614,"hurdle":0.027,"surplus":-0.0185471846,"surplus_low":-0.0266465571,"fullrisk":2.2,"required_bid_target":0.055}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 206/478 = 206
Quant replication2026-09-08 02:18
kaYdkdO96lAd7lAEXFNsqBuqXDJcnOj9a65vIVwa4wjLXC0xcmC9C0wlb1ycwcPW4tyu3xXNM01eFKguIsairJRGJMWXk1AnlJw6UTxahKTuS1WfIQ1PRVffHK8vurLam+mvwGGdZl4LTVB97gWPeqVR6wUDiWyphC2w06Qu5xWnMgfr99btxzPqNZOwJCqlQ4ST+JVcwFWbBPWTINJ5YhgN+I1lkBhGLYRgccYlHP2H7czfOOgQxFExUqIEJIbeKI4MYx+whGIQNY0ZlpCkmWmEoNam2dXfj2w/8QQE6IN3dvh9lxRxkcMMR767NG85DvU+WGqUHLvty/vHhaeEAN8qRQYkwgqk19RldFh3a9ir1hligoU5OW+BL22AwssQz4FjNf5Wtqe3EkPzJAQTxGGGrVHr/MV2xYFqe8zsxSPI/3kmIozTBIDNXStVQCUmNhs7h787N4k0uaST3SDwJHv2b0Na2mJdJ+i6fSie39ANaxbtoAf56Ey4ElDbRErALDP12X7HXK4b3Ld2aeb8NIW4N8Fd7Oz2z4sikMHiEWzTAQN1Df4RbIP5lnJBOAboB9pk+WJerFpjwgYDXBXkeroFPU4TsIDus4l3z5InMRuNoG4rngtjxEjnD4/7sU+tpblgMBVFfsnJaQRlJjFIYAgGcb7Ly2AzgvMWK1kZBV10QzfhLiUSBxhnqP2n79e+SrDfzUkWqveq+pQiF9/UaXwvEGSs+I0LFhrh2zJOj18kRISE1SK8sgoPmFbkOMTk+swaj1/2RkI/wsIMVaOsjuM5mlxQRy1NNZYKl/K7VVgzWb5dG0SXLHXJpwn/B6jpf1v8BBHcFKLEbIBLExYCCo5K8HjUkZ/KbmU1tQ1PV3pGE28MjeZLEF1xFSzx1aWNJreIazWg4bsQAK+GOK8ADCK1lklHRE+FeBK7ok9ismQb74QjgqcEY0xl5Vwyoiyt4N455Qwyh0OL1Ib/Sc0jikpn7rnCcUv41oVAd9W3n8CfmXx8OXu9GrG+VlbxmWODhwKb0rsGg+m8Tv3iYCInvT0aHGeta/3VBS+/tlUmtOg+nzQRckzqyJh7o1/ejF+kW6DZIQg+whoAzIpf4l8xjgyME3Kk87/ud7yz2sB5DMQI1hUrg7QSqk0DyyiGnUBFEa0lo3cuvfQIzydve1gicMR9dZQCxjuqnDOBdiWCiZ21CUvCGy1lmTqDG4iIpwk4z5uGnpyQ3+yE6po7ULS30kWdRyKnTVwTz2SRf7dCHPBqrBlUK22e7Bt+k8AxwJqx8zFABi635LxPnayB268h7abtRskcCfrsLHu+F30UUIJa/2OVJ+UD6vLK6fL9L2fFBoiWCKbovffP8GCKzcV9ObmcHv0Hj+Y4QlaslK3AT+DA4qX0yXIEbLVhcer5AfzV+B8vmCLcBztsMecTR1cF/2KpX+JKc41UQbahT3uao1HEiRCAwwwPKBJZpCXj7siS/4l8rP3apKiFwX61tk8nPlSa2HqjU6Sn2Nr7lHPKdP2oSTL2h/Cnc7xrXRMXRCc1QFsBnsbS/qYOSF6a+ePRr9SYfIskweHKOqeZorX+eGY+e6aaUh3lC16FaCadq6/tmxqp0IrL4q1rvPxYDs2SaZI5H6We/SnM6sGdNnxTcPd8RW/zBMsT8s9IMsAy7FVwD9TkwMAwogyH3LMOi6L84VECAVWIBTR9NWVC7OltS9sewwpIWKXe//AHE8cggSSbCMPyG60cTHA94A9ID88QShXALxhTTDhXLGYedqmpLVL+yWbTo3iTk3V8u56e/7hM6xK3k75lTNMGmh1MIXS3JYZP6gMM2CBG2nuq84DHIDBBHFLdbXVe2x6+kJlIalxV+LwC4o88W2am+4RNNbCDd5avsIrMHCHZD3P2gPorUNJX7wO67En9BZTPgTrwRW1EybYziDa58z9MwqZnLAPu6HP2vdvZvfdzp/WHepmpjreAka7Pie1TyDQOYp+ImL7c68ugex
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
NBIS Sep8 CRR individual affordable leg values batch 188
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":"NBIS","occ":"NBIS260911P00160000","S":226.39,"K":160.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":46,"as":1,"quote_time":"2026-09-04T19:59:59.481705169Z","fair_low":0.0574104367,"fair":0.2950210787,"fair_high":0.8268657579,"hurdle":0.107,"surplus":0.1880210787,"surplus_low":-0.0495895633,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"NBIS","occ":"NBIS260911P00145000","S":226.39,"K":145.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":33,"as":30,"quote_time":"2026-09-04T19:59:59.960246387Z","fair_low":0.0049893001,"fair":0.0547980919,"fair_high":0.2316737113,"hurdle":0.072,"surplus":-0.0172019081,"surplus_low":-0.0670106999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260918P00033000","S":226.39,"K":33.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.556592845Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260911P00115000","S":226.39,"K":115.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":8,"as":2,"quote_time":"2026-09-04T19:59:59.513140068Z","fair_low":2.3269e-06,"fair":0.0003390536,"fair_high":0.0056865266,"hurdle":0.042,"surplus":-0.0416609464,"surplus_low":-0.0419976731,"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 205/478 = 205
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
NBIS Sep8 CRR individual affordable leg values batch 187
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":"NBIS","occ":"NBIS260918P00050000","S":226.39,"K":50.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":5,"as":2,"quote_time":"2026-09-04T19:34:55.821052923Z","fair_low":0.0,"fair":1.2e-09,"fair_high":8.62e-07,"hurdle":0.087,"surplus":-0.0869999988,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260918C00440000","S":226.39,"K":440.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.04,"ask":0.07,"bs":29,"as":3,"quote_time":"2026-09-04T19:57:56.019167139Z","fair_low":0.0066563694,"fair":0.0890890327,"fair_high":0.4231281107,"hurdle":0.087,"surplus":0.0020890327,"surplus_low":-0.0803436306,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260918P00060000","S":226.39,"K":60.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":2,"as":2,"quote_time":"2026-09-04T18:48:57.817694392Z","fair_low":0.0,"fair":1.555e-07,"fair_high":2.50119e-05,"hurdle":0.102,"surplus":-0.1019998445,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"NBIS","occ":"NBIS260911P00110000","S":226.39,"K":110.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":5,"as":7,"quote_time":"2026-09-04T19:59:59.953094782Z","fair_low":4.068e-07,"fair":0.0001023126,"fair_high":0.0024261276,"hurdle":0.107,"surplus":-0.1068976874,"surplus_low":-0.1069995932,"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 204/478 = 204
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 186
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":"META","occ":"META261016P00330000","S":616.77,"K":330.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6642,"greeks":{"delta":-0.0014,"gamma":0,"rho":-0.001,"theta":-0.0076,"vega":0.009},"bid":0.03,"ask":0.08,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.987128713Z","fair_low":1e-10,"fair":4.318e-07,"fair_high":6.33721e-05,"hurdle":0.107,"surplus":-0.1069995682,"surplus_low":-0.1069999999,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META261016C01210000","S":616.77,"K":1210.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6376,"greeks":{"delta":0.0009,"gamma":0,"rho":0.0006,"theta":-0.0051,"vega":0.0061},"bid":0.01,"ask":0.05,"bs":13,"as":31,"quote_time":"2026-09-04T19:46:59.733524803Z","fair_low":0.0,"fair":1.141e-07,"fair_high":2.96083e-05,"hurdle":0.072,"surplus":-0.0719998859,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"NBIS","occ":"NBIS260918P00035000","S":226.39,"K":35.0,"T":0.0383561644,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":1,"as":9,"quote_time":"2026-09-04T13:35:55.094445463Z","fair_low":0.0,"fair":0.0,"fair_high":4e-10,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"NBIS","occ":"NBIS260911P00135000","S":226.39,"K":135.0,"T":0.0191780822,"sigma":1.2693482822,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":31,"as":86,"quote_time":"2026-09-04T19:59:59.950785208Z","fair_low":0.0006121556,"fair":0.013685508,"fair_high":0.0834501816,"hurdle":0.092,"surplus":-0.078314492,"surplus_low":-0.0913878444,"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 203/478 = 203
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
META Sep8 CRR individual affordable leg values batch 185
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":"META","occ":"META260925C01020000","S":616.77,"K":1020.0,"T":0.0575342466,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":7,"as":45,"quote_time":"2026-09-04T19:59:59.745058874Z","fair_low":0.0,"fair":8.8e-09,"fair_high":4.3525e-06,"hurdle":0.087,"surplus":-0.0869999912,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META261016C01180000","S":616.77,"K":1180.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.6236,"greeks":{"delta":0.0011,"gamma":0,"rho":0.0007,"theta":-0.0058,"vega":0.0071},"bid":0.01,"ask":0.06,"bs":1,"as":38,"quote_time":"2026-09-04T18:01:43.608966038Z","fair_low":0.0,"fair":4.227e-07,"fair_high":6.9626e-05,"hurdle":0.087,"surplus":-0.0869995773,"surplus_low":-0.087,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META261016P00270000","S":616.77,"K":270.0,"T":0.1150684932,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":30,"as":1,"quote_time":"2026-09-04T19:59:59.535425268Z","fair_low":0.0,"fair":0.0,"fair_high":2.02e-08,"hurdle":0.042,"surplus":-0.042,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"META","occ":"META261016C01120000","S":616.77,"K":1120.0,"T":0.1150684932,"sigma":0.3523089041,"iv":0.5903,"greeks":{"delta":0.0014,"gamma":0,"rho":0.0009,"theta":-0.0071,"vega":0.0092},"bid":0.03,"ask":0.06,"bs":11,"as":13,"quote_time":"2026-09-04T19:59:59.314286677Z","fair_low":1.7e-09,"fair":5.1e-06,"fair_high":0.000420106,"hurdle":0.077,"surplus":-0.0769949,"surplus_low":-0.0769999983,"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 202/478 = 202
Quant replication2026-09-08 02:18
W0EQz3zkExI7gGbKeHyeoQBcAKL/OhNrgx+0e/BzeRwLKVqTrTHWEJOnzwcFn0PmTxgtYUfc6KMtv+6XYDu5gDxHyL/KbNuNIwxA7TgC5eYFhdK8WZ/J3GO4x0dkR09n8npf019YHrEOD4S0tvGrHeJEs2TQoUWBN8hk28SQDh3hPVoVDxPBt7BXuSzEN+6LfsqzGoVDc7GNE+hsz/G3PdYcSKyPZjexspJ/EPQeZ2aqtTiO2Pg2TXqWjtlY8JFz+VSudbS5UhguYvJRSqrp+MPypoe6f83BKDROhy5bGS6W3TMzn7Xl7Isu0uMizxbRB01ojHJwvxldX8o22dTUJd/6axxxkUyjXaZjT+4RACZAL7fu2ctebzbbGWE/U31vNDdymLdjzidh7JIOh/TxaaSVc2d80wy3QCjXPOBweFjW6JErrVEHSJlYM6OeBpLflhmKMZmTcbyHNSvPhqzcaVm08qCI56QgmMFO0tXJYPSzova8oD4ErRnNzHhhyLLMV5sgW14cpFPyftQWpE5S8JA7RdFNuayl6qIP7hlLd5OiMs4S3EcdfDmyF/WZtA1s/3jS8AhFwbVDZNXhq0LxDHY1JG2QQ9k7pTvrC1bkzJV/8viTsXovixcnKHnearDIOVp6jx7wgjEVZe4VTk3aLoFd+aCjVYh8gLQyb+KeMpZsQZac1BHiNxsG/WxM3t+z0bDIN1nz8GO9ku2IoaMqbB5DfP9OTtGK2zhC7doImu+UZ9w8B/zEn7saHdkzViV1W4hDYYUHBeCr0+cgnEAPHIa9PpSNsfLcIaNUJBM5SEfMvktzX9Ut7vr+SwfR7T5H4tWmjXxaw7bh0rjEhUdKlOMWCpAaTOK1D98c/GKbFjMFF5Sx6aCeeLw0jF2li+v1+HUGUt6WdbAZs1Et1ZAgyEA9vIqBsu4yNbylDgdhrlbhQQ9R7rzFUvEh6FAvlHD6i/60cXqYLmdCU4sqgUl1jgdOXOU22wWhyvLIgoA0D0e7UQqea9gBHkwuxHygbnGv2cEOz7nldyXv6Fk/drdnKvhn93hKKQAbBNHG+CvxtjxZHwKXR7P97K+M3j2KT9TiSna/jRzWEDV2W2MyM94nARGCTxp3690BF8ZtRqeoaYHC3TWfII5UKu2b2U/Pz9g+UKLLpv/79/y8iKzXVcndyj7P3FVifLIfXRXPAN1BIc9VU352A9zV5DVYWUVm4YnYlVaL8hs/b9HUMZgk9GaO7L2ps3mtSB1059lo+Cq+6MY4jRIT+BNIqYZghyS49HOPtzmOi3QUlozEbJpJ8+ELocNnNIIiubjfBS1DqcRtvn/K7eeX/EaOZaIYOhaeQQPB3DwwYnUC6Iy4JawEuN9Ck4sfye+Au15j7WbnGmk45aYdW8gHIOqCtmZyr6QEWL8kTFeoodySdVfvL5UtujvrAGg4Ce+d9Dsi03vadrmn98aDLi5xh5Ih6rZ/GLJL6PzyDeBuCJP47Qxpe8/sjRvNUQ37tB9/b4sV+DGvncKNVQsILiu/7UPBAnQr2rYpR6UeqegJKBzONRo/WygCNwn21hbz87UhxRy2EgcnRTEqCDSCUa23Z2Eody90ksWfRHt4ufLLYsAXr3Cmn3IRJd/BfHwQe91FPSB1P2sQk9+4tbtyR2XVJ5/pc6oEVKBNq2yBOQWmYRWrqXEd7AFEBqz3AeDkMfqC2JmG8Rjai07WuTbvPVzEZdigze4qzr5rFmtkWgUWvUUCPXDtuHd2BRKGnZlDzjQHf9y2AxuIxfjGqgGDa7bO8cUVoPv91Z9St63MIGw0o6cweRiq778zK4tCNk1SfDgdrh2jWNvh9c1vU7FUx+G0LY3vnw6UWfVjqtQKiOUYVLcQj+UHga+duRV7he/NDAQp8rNCCdGUkymOw/9cfqMRkGLIhWOBzd7D7LHDK+SYovzRo/RCaq12dthygu0MI2dRCDc1FiNdXEh6Uyf8iLAggM8qAsb1rzWv7p55Sjw065
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
META Sep8 CRR individual affordable leg values batch 184
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":"META","occ":"META260911C00775000","S":616.77,"K":775.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.7897,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0002,"theta":-0.0583,"vega":0.0059},"bid":0.03,"ask":0.06,"bs":1,"as":364,"quote_time":"2026-09-04T16:43:39.732625327Z","fair_low":7.1e-09,"fair":8.0308e-06,"fair_high":0.0004306071,"hurdle":0.077,"surplus":-0.0769919692,"surplus_low":-0.0769999929,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918C01190000","S":616.77,"K":1190.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":1,"as":10,"quote_time":"2026-09-04T13:44:23.281661465Z","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":"META","occ":"META260918P00280000","S":616.77,"K":280.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":15,"as":10,"quote_time":"2026-09-04T19:59:59.026515053Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"META","occ":"META260925C01000000","S":616.77,"K":1000.0,"T":0.0575342466,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":2,"as":93,"quote_time":"2026-09-04T19:59:59.764067062Z","fair_low":0.0,"fair":4.3e-08,"fair_high":1.30535e-05,"hurdle":0.117,"surplus":-0.116999957,"surplus_low":-0.117,"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 201/478 = 201
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
META Sep8 CRR individual affordable leg values batch 183
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":"META","occ":"META260911P00517500","S":616.77,"K":517.5,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6074,"greeks":{"delta":-0.0029,"gamma":0.0002,"rho":-0.0002,"theta":-0.0435,"vega":0.0057},"bid":0.01,"ask":0.06,"bs":62,"as":1,"quote_time":"2026-09-04T19:59:59.754221502Z","fair_low":1.17716e-05,"fair":0.0009573653,"fair_high":0.0116819219,"hurdle":0.087,"surplus":-0.0860426347,"surplus_low":-0.0869882284,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918C00860000","S":616.77,"K":860.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.6754,"greeks":{"delta":0.0026,"gamma":0.0001,"rho":0.0005,"theta":-0.0268,"vega":0.0087},"bid":0.03,"ask":0.08,"bs":16,"as":29,"quote_time":"2026-09-04T19:59:59.788572523Z","fair_low":3.6e-09,"fair":5.9181e-06,"fair_high":0.0003910103,"hurdle":0.107,"surplus":-0.1069940819,"surplus_low":-0.1069999964,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260918P00400000","S":616.77,"K":400.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.05,"ask":0.06,"bs":1,"as":81,"quote_time":"2026-09-04T19:59:59.734775002Z","fair_low":0.0,"fair":4e-10,"fair_high":3.786e-07,"hurdle":0.067,"surplus":-0.0669999996,"surplus_low":-0.067,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"META","occ":"META260918P00350000","S":616.77,"K":350.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":2,"as":5,"quote_time":"2026-09-04T19:59:58.333061297Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.102,"surplus":-0.102,"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 200/478 = 200
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
META Sep8 CRR individual affordable leg values batch 182
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":"META","occ":"META260918P00075000","S":616.77,"K":75.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":32,"as":7,"quote_time":"2026-09-04T19:25:00.574216368Z","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":"META","occ":"META260918P00450000","S":616.77,"K":450.0,"T":0.0383561644,"sigma":0.3523089041,"iv":0.6642,"greeks":{"delta":-0.0027,"gamma":0.0001,"rho":-0.0005,"theta":-0.027,"vega":0.009},"bid":0.04,"ask":0.08,"bs":5,"as":51,"quote_time":"2026-09-04T19:59:59.504495802Z","fair_low":1.42e-08,"fair":1.32084e-05,"fair_high":0.0005928828,"hurdle":0.102,"surplus":-0.1019867916,"surplus_low":-0.1019999858,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"META","occ":"META260911C00745000","S":616.77,"K":745.0,"T":0.0191780822,"sigma":0.3523089041,"iv":0.6602,"greeks":{"delta":0.0032,"gamma":0.0002,"rho":0.0002,"theta":-0.0512,"vega":0.0062},"bid":0.01,"ask":0.07,"bs":14,"as":128,"quote_time":"2026-09-04T19:59:59.66719161Z","fair_low":2.8172e-06,"fair":0.0004026324,"fair_high":0.0066402035,"hurdle":0.102,"surplus":-0.1015973676,"surplus_low":-0.1019971828,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"META","occ":"META260918P00340000","S":616.77,"K":340.0,"T":0.0383561644,"sigma":0.3523089041,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":30,"as":1,"quote_time":"2026-09-04T19:59:59.529495033Z","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}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 199/478 = 199
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code