SPLV QLV90802 archive 157/478 = 157
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 130
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":"IBIT","occ":"IBIT261002P00033500","S":45.23,"K":33.5,"T":0.0767123288,"sigma":0.446808915,"iv":0.5995,"greeks":{"delta":-0.0232,"gamma":0.0078,"rho":-0.0008,"theta":-0.0077,"vega":0.0065},"bid":0.06,"ask":0.07,"bs":89,"as":45,"quote_time":"2026-09-04T19:59:59.605829917Z","fair_low":0.0011378863,"fair":0.0109853819,"fair_high":0.0434350662,"hurdle":0.077,"surplus":-0.0660146181,"surplus_low":-0.0758621137,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00029000","S":45.23,"K":29.0,"T":0.0575342466,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":96,"as":23,"quote_time":"2026-09-04T19:59:59.788473734Z","fair_low":3.83e-08,"fair":1.13509e-05,"fair_high":0.000284844,"hurdle":0.087,"surplus":-0.0869886491,"surplus_low":-0.0869999617,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00035000","S":45.23,"K":35.0,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":67,"as":100,"quote_time":"2026-09-04T19:59:59.895604117Z","fair_low":2.66e-08,"fair":7.6129e-06,"fair_high":0.0001883194,"hurdle":0.047,"surplus":-0.0469923871,"surplus_low":-0.0469999734,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT261002P00025000","S":45.23,"K":25.0,"T":0.0767123288,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":107,"as":35,"quote_time":"2026-09-04T19:59:59.895090526Z","fair_low":3e-10,"fair":4.542e-07,"fair_high":2.9738e-05,"hurdle":0.072,"surplus":-0.0719995458,"surplus_low":-0.0719999997,"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 156/478 = 156
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 129
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":"IBIT","occ":"IBIT260916C00057000","S":45.23,"K":57.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.717,"greeks":{"delta":0.022,"gamma":0.0103,"rho":0.0002,"theta":-0.0149,"vega":0.0037},"bid":0.01,"ask":0.07,"bs":104,"as":119,"quote_time":"2026-09-04T19:59:59.536356094Z","fair_low":0.0001465452,"fair":0.0026483104,"fair_high":0.0146170285,"hurdle":0.102,"surplus":-0.0993516896,"surplus_low":-0.1018534548,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260914P00038000","S":45.23,"K":38.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.6364,"greeks":{"delta":-0.0229,"gamma":0.0136,"rho":-0.0002,"theta":-0.0153,"vega":0.0034},"bid":0.01,"ask":0.06,"bs":107,"as":80,"quote_time":"2026-09-04T19:59:59.738010163Z","fair_low":0.0010316954,"fair":0.0090403382,"fair_high":0.0330399597,"hurdle":0.087,"surplus":-0.0779596618,"surplus_low":-0.0859683046,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT261016P00021000","S":45.23,"K":21.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.03,"bs":24,"as":29,"quote_time":"2026-09-04T19:59:59.896449667Z","fair_low":0.0,"fair":1.118e-07,"fair_high":1.1342e-05,"hurdle":0.042,"surplus":-0.0419998882,"surplus_low":-0.042,"fullrisk":3.2,"required_bid_target":0.08}]
https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 155/478 = 155
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 128
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":"IBIT","occ":"IBIT260911P00041500","S":45.23,"K":41.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.5406,"greeks":{"delta":-0.0657,"gamma":0.0501,"rho":-0.0003,"theta":-0.0405,"vega":0.006},"bid":0.07,"ask":0.08,"bs":481,"as":490,"quote_time":"2026-09-04T19:59:59.895534248Z","fair_low":0.0342591393,"fair":0.0973732497,"fair_high":0.1919089714,"hurdle":0.087,"surplus":0.0103732497,"surplus_low":-0.0527408607,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260914P00033000","S":45.23,"K":33.0,"T":0.0273972603,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":87,"as":45,"quote_time":"2026-09-04T19:59:59.576224647Z","fair_low":1.26e-08,"fair":4.8624e-06,"fair_high":0.0001416638,"hurdle":0.047,"surplus":-0.0469951376,"surplus_low":-0.0469999874,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260914P00040000","S":45.23,"K":40.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.4598,"greeks":{"delta":-0.0268,"gamma":0.0216,"rho":-0.0002,"theta":-0.0126,"vega":0.0039},"bid":0.02,"ask":0.04,"bs":83,"as":109,"quote_time":"2026-09-04T19:59:59.573954751Z","fair_low":0.0164052082,"fair":0.0608087391,"fair_high":0.1391499385,"hurdle":0.052,"surplus":0.0088087391,"surplus_low":-0.0355947918,"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 154/478 = 154
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 127
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":"IBIT","occ":"IBIT260914P00037000","S":45.23,"K":37.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.7027,"greeks":{"delta":-0.0182,"gamma":0.0102,"rho":-0.0002,"theta":-0.0139,"vega":0.0028},"bid":0.01,"ask":0.05,"bs":59,"as":35,"quote_time":"2026-09-04T19:59:59.627641933Z","fair_low":0.000182602,"fair":0.0028197311,"fair_high":0.0139131046,"hurdle":0.072,"surplus":-0.0691802689,"surplus_low":-0.071817398,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260918C00059000","S":45.23,"K":59.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7733,"greeks":{"delta":0.0271,"gamma":0.0103,"rho":0.0004,"theta":-0.0174,"vega":0.0049},"bid":0.05,"ask":0.07,"bs":82,"as":114,"quote_time":"2026-09-04T19:59:59.537773953Z","fair_low":6.18256e-05,"fair":0.0015581498,"fair_high":0.0100440506,"hurdle":0.082,"surplus":-0.0804418502,"surplus_low":-0.0819381744,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00025000","S":45.23,"K":25.0,"T":0.0575342466,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":133,"as":92,"quote_time":"2026-09-04T19:59:59.796672648Z","fair_low":0.0,"fair":5.4e-09,"fair_high":1.3139e-06,"hurdle":0.047,"surplus":-0.0469999946,"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
Sep8 collector73 remote completion and empty book = 0
Supply chain2026-09-08 02:18
Livejobs:73 actualrun02:15:29UTC exit0,1413characters,END complete marker verified;24runsremain,nextSep9 02:15. All8signals0 andfullBWENthreefilings visible. Carrier39nextSep8 03:01 before04UTCnextresearch;18next04:30/36next13:01/12nextSep9 00:31. No newdatedcatalyst needsnewmonitor; existingASPI43/BWEN69/QFR58 retained. Supplynoopen/pendinginquerytrades; cash278.67/equity850.99supplied. Noorderplaced.
https://runway.adityaperswal.workers.dev
SPLV QLV90802 archive 153/478 = 153
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 126
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":"IBIT","occ":"IBIT261009P00020000","S":45.23,"K":20.0,"T":0.095890411,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":30,"as":20,"quote_time":"2026-09-04T19:59:59.900165511Z","fair_low":0.0,"fair":6e-10,"fair_high":2.852e-07,"hurdle":0.057,"surplus":-0.0569999994,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260911C00053000","S":45.23,"K":53.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.774,"greeks":{"delta":0.0259,"gamma":0.0165,"rho":0.0001,"theta":-0.0276,"vega":0.0028},"bid":0.01,"ask":0.06,"bs":229,"as":89,"quote_time":"2026-09-04T19:59:59.54013144Z","fair_low":0.0004515315,"fair":0.0050521578,"fair_high":0.0215786017,"hurdle":0.087,"surplus":-0.0819478422,"surplus_low":-0.0865484685,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT260911P00036500","S":45.23,"K":36.5,"T":0.0191780822,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":101,"as":67,"quote_time":"2026-09-04T19:59:59.639231469Z","fair_low":2.5114e-06,"fair":0.0001515454,"fair_high":0.0016003079,"hurdle":0.057,"surplus":-0.0568484546,"surplus_low":-0.0569974886,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"IBIT","occ":"IBIT260911C00052500","S":45.23,"K":52.5,"T":0.0191780822,"sigma":0.446808915,"iv":0.736,"greeks":{"delta":0.0271,"gamma":0.018,"rho":0.0001,"theta":-0.0273,"vega":0.003},"bid":0.01,"ask":0.06,"bs":255,"as":179,"quote_time":"2026-09-04T19:59:59.294249384Z","fair_low":0.0009018503,"fair":0.008052264,"fair_high":0.0306457639,"hurdle":0.087,"surplus":-0.078947736,"surplus_low":-0.0860981497,"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 152/478 = 152
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 125
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":"IBIT","occ":"IBIT260918P00031000","S":45.23,"K":31.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":36,"as":67,"quote_time":"2026-09-04T19:59:59.685444844Z","fair_low":9e-09,"fair":4.3647e-06,"fair_high":0.0001365813,"hurdle":0.057,"surplus":-0.0569956353,"surplus_low":-0.056999991,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT261016C00100000","S":45.23,"K":100.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":188,"as":120,"quote_time":"2026-09-04T19:59:59.613974967Z","fair_low":0.0,"fair":1.188e-07,"fair_high":1.55529e-05,"hurdle":0.062,"surplus":-0.0619998812,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260911C00052000","S":45.23,"K":52.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.6974,"greeks":{"delta":0.0284,"gamma":0.0197,"rho":0.0001,"theta":-0.0269,"vega":0.0031},"bid":0.01,"ask":0.06,"bs":191,"as":82,"quote_time":"2026-09-04T19:59:59.785520894Z","fair_low":0.0017402295,"fair":0.0127315307,"fair_high":0.0429807931,"hurdle":0.087,"surplus":-0.0742684693,"surplus_low":-0.0852597705,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"IBIT","occ":"IBIT261016P00022000","S":45.23,"K":22.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.06,"ask":0.07,"bs":10,"as":1,"quote_time":"2026-09-04T19:59:58.676588525Z","fair_low":3e-10,"fair":6.335e-07,"fair_high":3.72084e-05,"hurdle":0.077,"surplus":-0.0769993665,"surplus_low":-0.0769999997,"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 151/478 = 151
Quant replication2026-09-08 02:18
/33Sh5scOyV0ZHpU0NCOOZhuIMDEX4zOBs49FY2HS1lUxrh2PvtJBysRftRl9jtNTKSLssAKdVGXoJj5iQheZRivcEFCmVVxBlO59rEEcGQWxaQUwvhNjxZ7hn8qO2ZjCUkk+XedJv41LUJEmb0zVE/HSa5nlkcQruHh9GoSfP4HEdS3jDmNrwUjVu4Gqr2FCDoRbY3MYpKQ+llCWDf+E73XRoEV1GBLVdOUzfKSWmgZ7s46f8+jeQmYG50npXRVg/aYpcs5vPUQ3/Ty27g+SsZ40qKUFlLWyXpnkNDMkMg3aJf58T9J+Jw0CI+MnFn6f5IPyK78S0K5XHsSVY0/0wQGP5VOkHeLMZfURhbcRNek/if+SvadGHYTgE6p5sVKOdl7pXocsND7SNoHnSP3DJ3yIbdErCEcRaPRMUj+IDOS2iQtNiSL54IMjxbgvTMTiryTbPbrZfJdJU8H8E3F+H8LufM1nNhDVWvduvkiorlbp/HfvrOhgkse88rq1cFlOiLRePosDrpDvNowgMBW0SkEs9q++Vi3JT5476dL8N4E8RQzLPBNA2f3cn5MDHILvFSD52vVswdsMwTG7A+hzIt830Zt2UzfPSMV0bWoFEODYlxFGTlHL/I6snkexM7bM8+/77ww6klLMMgHsXw4vVRsGLv+/4sTftwtqdEAZvsmR0qClw1OP+waovvwvKHQtZPlVJbAQXysdejiYUqPuypmTorir1d9G13b2r4S4f8s4FEwqITZ5lRIKSvvkbLdzCp1XnBNJStwu0NQWoSLy9L+296jKQ+cYOfe1aBkcfgyz6LVK5RcEQ+5/mh5/zyfLKgpw0B6lGAVELyAHhLKGr4FLgelQsYmD7UG9te88Px9AzFKRu1UvoAe6KZXwjv/+vBsRbxsumw41D1IcG4QriZ5/NdGVKwLDGIHjUK1OMLy1PZrD0B6QpX93Q4EeXg4I2j+j+GEXjqDenX7zlPRBJYPBn7mt+sg4bXkOgcWCJ/q2x+lSDMpUU7A8fFVneJ70VMAU9Vx6g+xPGaVCEOcdMJREdht13x8gFxAMgxeFi/x6b4R1hGJz0ta1tnd8bAS6g+sw633NfVHSXbEDX/R+FTL8vYn0yCYzuznzC9LShTDlaVSELBinLxo1ozUSkvF6cZOseVNS0TLmJCuGa33wDzfkmSwxwtmEit+eY8KMBTn2oUe5Mp/gvuDKNrmsvEkclDN/WfZhn4KuCaH5rdt1zhwq/wK2b/rMtZDumPZb2mg+oRtcSMaRNc7pvRGVH6p07f5X/gG0/tgXIF0oBsnIb23gnQTa18RFdLamR51kUgsURwYJXQGhzSiwqtFx9F0Irw6VJ04Ann/vwq/gVVlzQSlt9fCkpTm+DxuI+IHpwzWUpB9TNE4zrbvpZa5Sti7ZjTp51wmJOqsSbbaslglAs87MmgTiRpqMHXryBcfFmxBrD+mdmuMWsdFDc/6BV3cE7Ub47AMmsZOKz8M5kWn9kmgjdVNUu840DQRr0E9ICz4y9dzwFEz2KkYMQCQoLHyaPXqprPWg03rsokxJdAC+LFi/Yo+iTgRU+4zb+cjUsjipkQKfBwL/313Yeri3+eCcLKC/y53W8OeZxro3ZRhGT6dwMZa+9NhXpPbBVRlLqmTjYtPS2lfEhljTAv/KHPXDo5XJ3++LEPjcqZgLIzG/84js6Bp62SfDNthVDX4+r9QQS81AbaHI01tP2Jp+6pPMyVZod9ruF6Hh9m4fjMZMsiciLU6xytx4YCzciJ9IPOVMuF3OO+zUQH7CoKq62jmvZ/6D6Ggr81sKaTESxH+87p6tdpunCa8Ik7eUh4y4U+fDjWI10rz0ucBOD1FFfBCYb0Q4B8YVWE/f50EypCZ/nbxrJnzVfZyHyeCYaJOYMlriJ3gcrMmucUtUbbP2whdNXMJlu+RqodHDVj4/wIm91zie82WzqX3/U5FRnCHnojc5VamaBnQ9Q3/zUPM/Y6nA27ruc
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 124
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":"IBIT","occ":"IBIT260918C00065000","S":45.23,"K":65.0,"T":0.0383561644,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.01,"ask":0.02,"bs":69,"as":13,"quote_time":"2026-09-04T19:59:59.900798434Z","fair_low":6.28e-08,"fair":1.67847e-05,"fair_high":0.0003995231,"hurdle":0.027,"surplus":-0.0269832153,"surplus_low":-0.0269999372,"fullrisk":2.2,"required_bid_target":0.055},{"symbol":"IBIT","occ":"IBIT261016C00095000","S":45.23,"K":95.0,"T":0.1150684932,"sigma":0.446808915,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":148,"as":140,"quote_time":"2026-09-04T19:59:59.627060787Z","fair_low":4e-10,"fair":8.398e-07,"fair_high":5.78739e-05,"hurdle":0.057,"surplus":-0.0569991602,"surplus_low":-0.0569999996,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260916C00052000","S":45.23,"K":52.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.5092,"greeks":{"delta":0.0421,"gamma":0.0249,"rho":0.0005,"theta":-0.0182,"vega":0.0064},"bid":0.05,"ask":0.07,"bs":355,"as":342,"quote_time":"2026-09-04T19:59:59.892915155Z","fair_low":0.0183841481,"fair":0.070391992,"fair_high":0.1640689694,"hurdle":0.082,"surplus":-0.011608008,"surplus_low":-0.0636158519,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260911P00041000","S":45.23,"K":41.0,"T":0.0191780822,"sigma":0.446808915,"iv":0.5404,"greeks":{"delta":-0.0424,"gamma":0.0354,"rho":-0.0002,"theta":-0.0286,"vega":0.0043},"bid":0.02,"ask":0.07,"bs":130,"as":220,"quote_time":"2026-09-04T19:59:59.729472902Z","fair_low":0.0178504257,"fair":0.0618654538,"fair_high":0.1358802166,"hurdle":0.097,"surplus":-0.0351345462,"surplus_low":-0.0791495743,"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
Sep8 02UTC complete measured archive part 448/448 = 448
Supply chain2026-09-08 02:18
kqdG2TIpe7OTgh2/q2nYfpdeHOyertfnq9u3btFEll9ZAlDnx5Pk6/h0sUiOF2e3Ptlb+cVbx6fj5frW7l9Xcd38omLLfj8QXxVnC8IXIWqypKWnC+ykwYdfrSbLm3d/Idjp3pPFv6dEg7dUku7W+G1MH//nQcFxaXdhdrvv3gL4ixn+lb6786+Df76lb9MKj9cQ4HT7XxcLYgq4+zZnF+/urFcYh8/Rq8/O6cr44O0e6cD7QDH9DST/e3q+R2v1r31iUcfv7hwfzM+T8XI5/rpHa8KqxRi/Kw2FQjh53rRaXCyPCSMXBV8av73JMA/w/0K5GO+XTOwYtwtS5WnOVvzVW/QnZ+A74Jd47nj/bzz1Mmfn6f87YHIE2pabaGoANsTUwCoWWL4k5oGaHZAZIGARB+wWaEA1mkLKWLDJdsAuggbYdCsgTxNJAtUkoFH5ScWgKAVVn0DHJ9YS7g1hDwyULlItSf0ZE01IF6bKFtyHReq9ADt7KBVmFXqmBufG+AygNmBbEEuuRmo0RldnW5WB+0jZOmXgGIZVdcDAz1a0RQ2JWpDCRHCCiUVts9UCACazP2A=
https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 150/478 = 150
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 123
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":"IBIT","occ":"IBIT260914P00036000","S":45.23,"K":36.0,"T":0.0273972603,"sigma":0.446808915,"iv":0.837,"greeks":{"delta":-0.0222,"gamma":0.0101,"rho":-0.0002,"theta":-0.0197,"vega":0.0033},"bid":0.04,"ask":0.05,"bs":52,"as":51,"quote_time":"2026-09-04T19:59:59.892819447Z","fair_low":2.64912e-05,"fair":0.0007599947,"fair_high":0.0053786552,"hurdle":0.057,"surplus":-0.0562400053,"surplus_low":-0.0569735088,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260918P00037000","S":45.23,"K":37.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.6557,"greeks":{"delta":-0.0354,"gamma":0.0152,"rho":-0.0005,"theta":-0.018,"vega":0.0061},"bid":0.07,"ask":0.08,"bs":151,"as":70,"quote_time":"2026-09-04T19:59:59.635211067Z","fair_low":0.0015533457,"fair":0.0124505232,"fair_high":0.0441278566,"hurdle":0.087,"surplus":-0.0745494768,"surplus_low":-0.0854466543,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260916C00058000","S":45.23,"K":58.0,"T":0.0328767123,"sigma":0.446808915,"iv":0.7992,"greeks":{"delta":0.0266,"gamma":0.0109,"rho":0.0003,"theta":-0.0195,"vega":0.0044},"bid":0.05,"ask":0.06,"bs":49,"as":101,"quote_time":"2026-09-04T19:59:59.892915155Z","fair_low":4.68709e-05,"fair":0.001262822,"fair_high":0.0084181876,"hurdle":0.067,"surplus":-0.065737178,"surplus_low":-0.0669531291,"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
Sep8 02UTC complete measured archive part 447/448 = 447
Supply chain2026-09-08 02:18
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
https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 149/478 = 149
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 122
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":"IBIT","occ":"IBIT260914P00039500","S":45.23,"K":39.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.4853,"greeks":{"delta":-0.0217,"gamma":0.0171,"rho":-0.0002,"theta":-0.0111,"vega":0.0032},"bid":0.02,"ask":0.03,"bs":99,"as":102,"quote_time":"2026-09-04T19:59:58.602793338Z","fair_low":0.0088092631,"fair":0.0391949103,"fair_high":0.1003504159,"hurdle":0.037,"surplus":0.0021949103,"surplus_low":-0.0281907369,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"IBIT","occ":"IBIT260914P00036500","S":45.23,"K":36.5,"T":0.0273972603,"sigma":0.446808915,"iv":0.7932,"greeks":{"delta":-0.0233,"gamma":0.0111,"rho":-0.0002,"theta":-0.0194,"vega":0.0034},"bid":0.04,"ask":0.05,"bs":85,"as":56,"quote_time":"2026-09-04T19:59:59.836852024Z","fair_low":7.35593e-05,"fair":0.001509781,"fair_high":0.0087662811,"hurdle":0.057,"surplus":-0.055490219,"surplus_low":-0.0569264407,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"IBIT","occ":"IBIT260925P00035500","S":45.23,"K":35.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.5613,"greeks":{"delta":-0.0228,"gamma":0.0096,"rho":-0.0005,"theta":-0.0083,"vega":0.0054},"bid":0.04,"ask":0.06,"bs":139,"as":80,"quote_time":"2026-09-04T19:59:59.575645651Z","fair_low":0.0020941503,"fair":0.0161861794,"fair_high":0.0564848084,"hurdle":0.072,"surplus":-0.0558138206,"surplus_low":-0.0699058497,"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
Sep8 02UTC complete measured archive part 446/448 = 446
Supply chain2026-09-08 02:18
rRwiGORb2PaXlO8OgNHH7lUR19nmIm9X3C/DtGEMt70giPFiwexW1mFo+aceAT0mxn5twq3Q2wFDX3sVK+TPRWK/E2nNtS/Htuo/6dju1gna9m1NA75SHSjVZ10iZbJNYtHZfIvwyAEByNlw3kdbiUS1kwImzLXDoAaE5mfD+5T2SKyIcq6UbWOvqAHWVTa8T/2CmO2u0RrYptuLEs2myIdBJHqpkTKmRl63IzWblBwGQ5/0FaKuCAxoHlfb8fLaARpyFp4N76XbR1yqNtH8+l2q8rIz+hAYPWxHF6uB6hJj6to92w5EZhBEvc7201iNXTSx3kYZFj2sDlnPg30eK8OCXpap0ls0vOSwhGHZtzo4zTwWbJmkDf+92wITYANprcchLIvWswSoG1NdrgiGGcYETK9qDTiKjWwZFJgytXWx1w6RGyZuNpduqhTMKHc2fEsVpfQwKEwf5hzLhU7sFoBAWpQeVE+K9QIiolbaLRTZzmZlBwHRK587kTYiJtNNPvur7YlLEqJCMLhegtHGko0SpbZS2CsdVtirT7lXxpJUxMBwbitgMDYIjF4pU9EuMnSHcX7tNMUGlRBm/TpF+fbFMSisvHZdng0pJSX7dkqElIushUpICd6C7TuoWWI2vE/qB003JsfJKtmegrWtimtERRFPEUMHv+vPZFHDCtleWnaq8krE6mGhR4NOt5m7CgfQsBJfrJdXQrGYYGdM862DpIdVyWJ9tEYZtYZTY4TbXjKYGuY7Un19Ry5WIJZUSKa2yhD0gKjk3hXAXLueQ02blFuB4frLfzmyQWIKjHRmm5a9uiwcPwBSr6D3NJpHyUhDEHo7gKhhgPTwh9F0bVQts+n1x35lMzPXXteM5GOkHhisfbttKjOD6rxcEhdTU29iOe06kaIOk9gOTMMqhfXyvehYR2W6Y+12ys+5YXXbWD8wTAwMzrdTt01ee/k5ZmLyEhTG9LULGDNMjzH93JImiVjINtFWbmVrcHbt5edotkzG4GBiK5XbBtGU7UdTLtZRhHlN+dqLbF2SQRQCw/XJB0t0jFO5RGsyU7flJc6K5PFhNfV6rAxn7QKfZei6gA9mG8LeDqojhB6AfdLadMw/yW2i3Fa2vBsmRlwv1VjESpMLnmimtwLGINvY9drygpQvHesDr4222wHEDAOkhyQRhnQQFYNEbKUAttvIjq5YsVFE0/HRd7KejZ9uZ7NwOQwm1auBaSyRQCbGiK1UbxxWnq5X+HoabQ4hia3p7S7NJbUZQzDZXg2ftI52ijB6i36XS4o0hmoh9onHF7EAHjRaaUTwbAEgNozq+sQi6GhtYwLIpfL6Nw8bUMFKXXZ4VnphdUyFMTxR1m1tXbJyb8OKpPUBSNp2Scpai1DL7HYBYvza69cpNIwPswKOaNftVK/Tg+Dgaa9ORBEOoJB8YNUWloObYWD0OCJD2bCIRqPQ11yZisL0FupYMTmsjpXupQeIWB6bSbTdShmrQZVTZC97H603+Z/XyzWrSqWGFbHSvfr5mEjICxEfY8JuMb9IX9ahJwBUH/8eKTTMxRQaJtLr3/1D+uBkw/voZZ0OV7WGiVLaa4fCDjAvs+E9/OBoMa9j+52p6/dbbKuIjYymrUkUD6hntvQmsI21bNA1LyVmmaba8NSqMto8UMzGarR7S6UxnAvJjdhQzIaMYXovvViQIFSOlfuhUcyGgEpRsKb4PxWvbaOd1SI1UgihU8etr23z8/zdz/Mboxur4+VkMk/Ov964fWN6dr5YrneWk39dTFbr1WixGp2P5yfj1Q797/xk9E/C
https://runway.adityaperswal.workers.dev/data/stock-snapshots
Sep8 02UTC complete measured archive part 445/448 = 445
Supply chain2026-09-08 02:18
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
https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 148/478 = 148
Quant replication2026-09-08 02:18
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
QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
IBIT Sep8 CRR individual affordable leg values batch 121
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":"IBIT","occ":"IBIT260918P00036000","S":45.23,"K":36.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.7117,"greeks":{"delta":-0.029,"gamma":0.0119,"rho":-0.0004,"theta":-0.0166,"vega":0.0052},"bid":0.06,"ask":0.07,"bs":40,"as":30,"quote_time":"2026-09-04T19:59:59.572731468Z","fair_low":0.0003581011,"fair":0.0046847387,"fair_high":0.0212521201,"hurdle":0.077,"surplus":-0.0723152613,"surplus_low":-0.0766418989,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"IBIT","occ":"IBIT260925P00032500","S":45.23,"K":32.5,"T":0.0575342466,"sigma":0.446808915,"iv":0.7346,"greeks":{"delta":-0.0178,"gamma":0.0059,"rho":-0.0004,"theta":-0.0089,"vega":0.0044},"bid":0.02,"ask":0.08,"bs":81,"as":85,"quote_time":"2026-09-04T19:59:59.570212514Z","fair_low":3.55342e-05,"fair":0.0010302534,"fair_high":0.0073056229,"hurdle":0.112,"surplus":-0.1109697466,"surplus_low":-0.1119644658,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"IBIT","occ":"IBIT260918P00032000","S":45.23,"K":32.0,"T":0.0383561644,"sigma":0.446808915,"iv":0.8281,"greeks":{"delta":-0.0068,"gamma":0.0029,"rho":-0.0001,"theta":-0.0056,"vega":0.0015},"bid":0.01,"ask":0.02,"bs":80,"as":91,"quote_time":"2026-09-04T19:59:59.896734089Z","fair_low":1.259e-07,"fair":2.344e-05,"fair_high":0.0004642388,"hurdle":0.027,"surplus":-0.02697656,"surplus_low":-0.0269998741,"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