Notes

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":"GLD","occ":"GLD260918P00284000","S":406.77,"K":284.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7797,"greeks":{"delta":-0.0032,"gamma":0.0002,"rho":-0.0004,"theta":-0.0239,"vega":0.0068},"bid":0.03,"ask":0.08,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.469778898Z","fair_low":0.0,"fair":0.0,"fair_high":1.58e-08,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00324000","S":406.77,"K":324.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4837,"greeks":{"delta":-0.0029,"gamma":0.0003,"rho":-0.0004,"theta":-0.0135,"vega":0.0062},"bid":0.01,"ask":0.05,"bs":40,"as":41,"quote_time":"2026-09-04T19:59:59.468225638Z","fair_low":6.05e-08,"fair":2.76408e-05,"fair_high":0.0008449993,"hurdle":0.072,"surplus":-0.0719723592,"surplus_low":-0.0719999395,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00297000","S":406.77,"K":297.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6685,"greeks":{"delta":-0.0027,"gamma":0.0002,"rho":-0.0003,"theta":-0.018,"vega":0.0059},"bid":0.03,"ask":0.05,"bs":2,"as":114,"quote_time":"2026-09-04T19:59:59.469579323Z","fair_low":0.0,"fair":2e-09,"fair_high":1.0498e-06,"hurdle":0.062,"surplus":-0.061999998,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260918P00307000","S":406.77,"K":307.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6182,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0213,"vega":0.0076},"bid":0.04,"ask":0.06,"bs":2,"as":9,"quote_time":"2026-09-04T19:59:59.973575725Z","fair_low":0.0,"fair":1.127e-07,"fair_high":1.71017e-05,"hurdle":0.072,"surplus":-0.0719998873,"surplus_low":-0.072,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918P00290000","S":406.77,"K":290.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7146,"greeks":{"delta":-0.0026,"gamma":0.0002,"rho":-0.0003,"theta":-0.0181,"vega":0.0056},"bid":0.03,"ask":0.05,"bs":2,"as":102,"quote_time":"2026-09-04T19:59:59.469674051Z","fair_low":0.0,"fair":1e-10,"fair_high":1.267e-07,"hurdle":0.062,"surplus":-0.0619999999,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00605000","S":406.77,"K":605.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":2,"as":104,"quote_time":"2026-09-04T19:59:59.47800457Z","fair_low":0.0,"fair":0.0,"fair_high":6e-10,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00306000","S":406.77,"K":306.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6247,"greeks":{"delta":-0.0036,"gamma":0.0002,"rho":-0.0005,"theta":-0.0214,"vega":0.0076},"bid":0.04,"ask":0.06,"bs":2,"as":119,"quote_time":"2026-09-04T19:59:59.972221418Z","fair_low":0.0,"fair":7.31e-08,"fair_high":1.34336e-05,"hurdle":0.072,"surplus":-0.0719999269,"surplus_low":-0.072,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260918P00309000","S":406.77,"K":309.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6115,"greeks":{"delta":-0.004,"gamma":0.0003,"rho":-0.0005,"theta":-0.023,"vega":0.0083},"bid":0.04,"ask":0.07,"bs":2,"as":25,"quote_time":"2026-09-04T19:59:59.472860756Z","fair_low":0.0,"fair":2.32e-07,"fair_high":2.89406e-05,"hurdle":0.087,"surplus":-0.086999768,"surplus_low":-0.087,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00283000","S":406.77,"K":283.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":2,"as":99,"quote_time":"2026-09-04T19:59:59.469724388Z","fair_low":0.0,"fair":0.0,"fair_high":1.14e-08,"hurdle":0.047,"surplus":-0.047,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GLD","occ":"GLD260911C00530000","S":406.77,"K":530.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":2,"as":68,"quote_time":"2026-09-04T19:59:59.472116663Z","fair_low":0.0,"fair":0.0,"fair_high":4.6e-09,"hurdle":0.117,"surplus":-0.117,"surplus_low":-0.117,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00300000","S":406.77,"K":300.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6568,"greeks":{"delta":-0.0031,"gamma":0.0002,"rho":-0.0004,"theta":-0.0197,"vega":0.0067},"bid":0.03,"ask":0.06,"bs":51,"as":133,"quote_time":"2026-09-04T19:59:59.460235437Z","fair_low":0.0,"fair":7.6e-09,"fair_high":2.5749e-06,"hurdle":0.077,"surplus":-0.0769999924,"surplus_low":-0.077,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260914C00465000","S":406.77,"K":465.0,"T":0.0273972603,"sigma":0.2708526489,"iv":0.3878,"greeks":{"delta":0.0071,"gamma":0.0009,"rho":0.0005,"theta":-0.0311,"vega":0.0111},"bid":0.04,"ask":0.06,"bs":31,"as":29,"quote_time":"2026-09-04T19:59:59.472029781Z","fair_low":0.0003724055,"fair":0.0081682265,"fair_high":0.0513246519,"hurdle":0.072,"surplus":-0.0638317735,"surplus_low":-0.0716275945,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260918C00600000","S":406.77,"K":600.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":5,"as":2,"quote_time":"2026-09-04T19:59:05.31250979Z","fair_low":0.0,"fair":0.0,"fair_high":1.5e-09,"hurdle":0.077,"surplus":-0.077,"surplus_low":-0.077,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GLD","occ":"GLD260911C00550000","S":406.77,"K":550.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.05,"bs":88,"as":22,"quote_time":"2026-09-04T19:59:59.868152863Z","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":"GLD","occ":"GLD260918P00334000","S":406.77,"K":334.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.4623,"greeks":{"delta":-0.006,"gamma":0.0005,"rho":-0.0008,"theta":-0.0251,"vega":0.0121},"bid":0.05,"ask":0.08,"bs":164,"as":95,"quote_time":"2026-09-04T19:59:59.470269412Z","fair_low":3.5427e-06,"fair":0.0003854243,"fair_high":0.0055270326,"hurdle":0.097,"surplus":-0.0966145757,"surplus_low":-0.0969964573,"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

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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":"GLD","occ":"GLD260911C00510000","S":406.77,"K":510.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7981,"greeks":{"delta":0.0039,"gamma":0.0003,"rho":0.0002,"theta":-0.0494,"vega":0.0049},"bid":0.03,"ask":0.05,"bs":21,"as":102,"quote_time":"2026-09-04T19:59:59.98260962Z","fair_low":0.0,"fair":1.4e-09,"fair_high":7.996e-07,"hurdle":0.062,"surplus":-0.0619999986,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00289000","S":406.77,"K":289.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7213,"greeks":{"delta":-0.0025,"gamma":0.0002,"rho":-0.0003,"theta":-0.0182,"vega":0.0056},"bid":0.03,"ask":0.05,"bs":2,"as":107,"quote_time":"2026-09-04T19:59:59.469494518Z","fair_low":0.0,"fair":1e-10,"fair_high":8.49e-08,"hurdle":0.062,"surplus":-0.0619999999,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00287000","S":406.77,"K":287.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7144,"greeks":{"delta":-0.002,"gamma":0.0001,"rho":-0.0003,"theta":-0.0143,"vega":0.0044},"bid":0.01,"ask":0.05,"bs":2,"as":109,"quote_time":"2026-09-04T19:59:59.469202043Z","fair_low":0.0,"fair":0.0,"fair_high":4.64e-08,"hurdle":0.072,"surplus":-0.072,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911C00555000","S":406.77,"K":555.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":24,"quote_time":"2026-09-04T19:59:59.972376306Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260918C00585000","S":406.77,"K":585.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7326,"greeks":{"delta":0.0027,"gamma":0.0002,"rho":0.0003,"theta":-0.0195,"vega":0.0058},"bid":0.03,"ask":0.05,"bs":2,"as":107,"quote_time":"2026-09-04T19:59:59.473844487Z","fair_low":0.0,"fair":0.0,"fair_high":2.09e-08,"hurdle":0.062,"surplus":-0.062,"surplus_low":-0.062,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918C00535000","S":406.77,"K":535.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.554,"greeks":{"delta":0.0026,"gamma":0.0002,"rho":0.0003,"theta":-0.0146,"vega":0.0058},"bid":0.01,"ask":0.05,"bs":328,"as":94,"quote_time":"2026-09-04T19:59:59.470630301Z","fair_low":1e-10,"fair":4.623e-07,"fair_high":5.09126e-05,"hurdle":0.072,"surplus":-0.0719995377,"surplus_low":-0.0719999999,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260911P00353000","S":406.77,"K":353.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.5526,"greeks":{"delta":-0.0064,"gamma":0.0008,"rho":-0.0003,"theta":-0.053,"vega":0.0077},"bid":0.04,"ask":0.06,"bs":2,"as":109,"quote_time":"2026-09-04T19:59:59.466123205Z","fair_low":1.8144e-06,"fair":0.0002214143,"fair_high":0.0034139486,"hurdle":0.072,"surplus":-0.0717785857,"surplus_low":-0.0719981856,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260918C00635000","S":406.77,"K":635.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":107,"quote_time":"2026-09-04T19:59:59.902951667Z","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":"GLD","occ":"GLD260911C00585000","S":406.77,"K":585.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":155,"quote_time":"2026-09-04T19:59:59.908056204Z","fair_low":0.0,"fair":0.0,"fair_high":0.0,"hurdle":0.107,"surplus":-0.107,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00550000","S":406.77,"K":550.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6461,"greeks":{"delta":0.0044,"gamma":0.0003,"rho":0.0005,"theta":-0.0267,"vega":0.009},"bid":0.04,"ask":0.08,"bs":312,"as":206,"quote_time":"2026-09-04T19:59:59.470044546Z","fair_low":0.0,"fair":1.94e-08,"fair_high":5.7522e-06,"hurdle":0.102,"surplus":-0.1019999806,"surplus_low":-0.102,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00313000","S":406.77,"K":313.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5912,"greeks":{"delta":-0.0045,"gamma":0.0003,"rho":-0.0006,"theta":-0.0246,"vega":0.0092},"bid":0.04,"ask":0.08,"bs":2,"as":47,"quote_time":"2026-09-04T19:59:59.469679106Z","fair_low":3e-10,"fair":8.824e-07,"fair_high":7.39838e-05,"hurdle":0.102,"surplus":-0.1019991176,"surplus_low":-0.1019999997,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260911C00500000","S":406.77,"K":500.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.7146,"greeks":{"delta":0.0033,"gamma":0.0003,"rho":0.0001,"theta":-0.0381,"vega":0.0043},"bid":0.01,"ask":0.05,"bs":1,"as":5,"quote_time":"2026-09-04T19:59:50.529975686Z","fair_low":0.0,"fair":3.91e-08,"fair_high":8.3389e-06,"hurdle":0.072,"surplus":-0.0719999609,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"GLD","occ":"GLD260918P00302000","S":406.77,"K":302.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.6509,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0215,"vega":0.0073},"bid":0.03,"ask":0.07,"bs":2,"as":26,"quote_time":"2026-09-04T19:59:59.469467811Z","fair_low":0.0,"fair":1.67e-08,"fair_high":4.3777e-06,"hurdle":0.092,"surplus":-0.0919999833,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260911C00515000","S":406.77,"K":515.0,"T":0.0191780822,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":15,"as":16,"quote_time":"2026-09-04T19:59:59.484095535Z","fair_low":0.0,"fair":2e-10,"fair_high":2.179e-07,"hurdle":0.092,"surplus":-0.0919999998,"surplus_low":-0.092,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"GLD","occ":"GLD260918P00314000","S":406.77,"K":314.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.5669,"greeks":{"delta":-0.0036,"gamma":0.0003,"rho":-0.0005,"theta":-0.0193,"vega":0.0075},"bid":0.04,"ask":0.05,"bs":1,"as":3,"quote_time":"2026-09-04T19:59:50.520740445Z","fair_low":5e-10,"fair":1.2932e-06,"fair_high":9.60266e-05,"hurdle":0.057,"surplus":-0.0569987068,"surplus_low":-0.0569999995,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GLD","occ":"GLD260911P00364000","S":406.77,"K":364.0,"T":0.0191780822,"sigma":0.2708526489,"iv":0.4396,"greeks":{"delta":-0.0072,"gamma":0.0011,"rho":-0.0003,"theta":-0.0466,"vega":0.0085},"bid":0.01,"ask":0.08,"bs":373,"as":479,"quote_time":"2026-09-04T19:59:59.357489719Z","fair_low":0.0002425216,"fair":0.0055929805,"fair_high":0.0359407211,"hurdle":0.117,"surplus":-0.1114070195,"surplus_low":-0.1167574784,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260914C00495000","S":406.77,"K":495.0,"T":0.0273972603,"sigma":0.2708526489,"iv":0.5497,"greeks":{"delta":0.0057,"gamma":0.0005,"rho":0.0004,"theta":-0.036,"vega":0.0091},"bid":0.03,"ask":0.08,"bs":10,"as":37,"quote_time":"2026-09-04T19:59:59.468119146Z","fair_low":4.89e-08,"fair":2.30455e-05,"fair_high":0.0007724239,"hurdle":0.107,"surplus":-0.1069769545,"surplus_low":-0.1069999511,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918P00292000","S":406.77,"K":292.0,"T":0.0383561644,"sigma":0.2708526489,"iv":0.7246,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0004,"theta":-0.0236,"vega":0.0072},"bid":0.03,"ask":0.08,"bs":2,"as":40,"quote_time":"2026-09-04T19:59:59.469642882Z","fair_low":0.0,"fair":2e-10,"fair_high":2.343e-07,"hurdle":0.107,"surplus":-0.1069999998,"surplus_low":-0.107,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"GDX","occ":"GDX260918C00150000","S":99.26,"K":150.0,"T":0.0383561644,"sigma":0.5163855774,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":1,"as":15,"quote_time":"2026-09-04T19:17:01.817824577Z","fair_low":2.355e-07,"fair":5.67024e-05,"fair_high":0.0012282989,"hurdle":0.057,"surplus":-0.0569432976,"surplus_low":-0.0569997645,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"GDX","occ":"GDX261016P00055000","S":99.26,"K":55.0,"T":0.1150684932,"sigma":0.5163855774,"iv":0.7275,"greeks":{"delta":-0.0044,"gamma":0.0005,"rho":-0.0005,"theta":-0.0039,"vega":0.0042},"bid":0.01,"ask":0.06,"bs":5,"as":182,"quote_time":"2026-09-04T19:59:56.986398028Z","fair_low":2.08889e-05,"fair":0.0010617396,"fair_high":0.0102474883,"hurdle":0.087,"surplus":-0.0859382604,"surplus_low":-0.0869791111,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GDX","occ":"GDX261016P00062000","S":99.26,"K":62.0,"T":0.1150684932,"sigma":0.5163855774,"iv":0.6102,"greeks":{"delta":-0.0066,"gamma":0.0009,"rho":-0.0007,"theta":-0.0046,"vega":0.006},"bid":0.01,"ask":0.08,"bs":1,"as":190,"quote_time":"2026-09-04T19:59:56.962451822Z","fair_low":0.0009310813,"fair":0.0133466351,"fair_high":0.0664452926,"hurdle":0.117,"surplus":-0.1036533649,"surplus_low":-0.1160689187,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"GLD","occ":"GLD260918C00615000","S":406.77,"K":615.0,"T":0.0383561644,"sigma":0.2708526489,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":3,"as":100,"quote_time":"2026-09-04T19:59:59.466832523Z","fair_low":0.0,"fair":0.0,"fair_high":1e-10,"hurdle":0.117,"surplus":-0.117,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"FXI","occ":"FXI261002C00040000","S":35.88,"K":40.0,"T":0.0767123288,"sigma":0.1513356226,"iv":0.2504,"greeks":{"delta":0.0563,"gamma":0.0482,"rho":0.0013,"theta":-0.0055,"vega":0.0106},"bid":0.03,"ask":0.08,"bs":78,"as":25,"quote_time":"2026-09-04T19:59:45.08492817Z","fair_low":0.0002646071,"fair":0.0029297833,"fair_high":0.0121850448,"hurdle":0.107,"surplus":-0.1040702167,"surplus_low":-0.1067353929,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"FXI","occ":"FXI260918P00034500","S":35.88,"K":34.5,"T":0.0383561644,"sigma":0.1513356226,"iv":0.1741,"greeks":{"delta":-0.0887,"gamma":0.1481,"rho":-0.001,"theta":-0.0076,"vega":0.01},"bid":0.03,"ask":0.06,"bs":100,"as":245,"quote_time":"2026-09-04T19:59:55.062780898Z","fair_low":0.0146480449,"fair":0.0406298487,"fair_high":0.0786749852,"hurdle":0.077,"surplus":-0.0363701513,"surplus_low":-0.0623519551,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"GDX","occ":"GDX260918P00078000","S":99.26,"K":78.0,"T":0.0383561644,"sigma":0.5163855774,"iv":0.5683,"greeks":{"delta":-0.0061,"gamma":0.0018,"rho":-0.0002,"theta":-0.0077,"vega":0.003},"bid":0.01,"ask":0.03,"bs":261,"as":1,"quote_time":"2026-09-04T19:59:59.974799842Z","fair_low":0.0026001375,"fair":0.0238560247,"fair_high":0.0894141884,"hurdle":0.042,"surplus":-0.0181439753,"surplus_low":-0.0393998625,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code

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":"FXI","occ":"FXI260918P00033000","S":35.88,"K":33.0,"T":0.0383561644,"sigma":0.1513356226,"iv":0.2752,"greeks":{"delta":-0.0361,"gamma":0.0462,"rho":-0.0004,"theta":-0.006,"vega":0.0049},"bid":0.01,"ask":0.04,"bs":15,"as":21,"quote_time":"2026-09-04T19:59:58.644511841Z","fair_low":3.00155e-05,"fair":0.0005780882,"fair_high":0.0033510027,"hurdle":0.057,"surplus":-0.0564219118,"surplus_low":-0.0569699845,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"FXI","occ":"FXI260930P00030000","S":35.88,"K":30.0,"T":0.0712328767,"sigma":0.1513356226,"iv":0.3486,"greeks":{"delta":-0.0172,"gamma":0.0135,"rho":-0.0004,"theta":-0.0028,"vega":0.0038},"bid":0.01,"ask":0.03,"bs":3,"as":1441,"quote_time":"2026-09-04T19:59:45.6773066Z","fair_low":1e-09,"fair":7.702e-07,"fair_high":3.00639e-05,"hurdle":0.042,"surplus":-0.0419992298,"surplus_low":-0.041999999,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"FXI","occ":"FXI260918P00034000","S":35.88,"K":34.0,"T":0.0383561644,"sigma":0.1513356226,"iv":0.2077,"greeks":{"delta":-0.0617,"gamma":0.0941,"rho":-0.0007,"theta":-0.0069,"vega":0.0076},"bid":0.01,"ask":0.06,"bs":36,"as":417,"quote_time":"2026-09-04T19:59:48.735650311Z","fair_low":0.0026903733,"fair":0.0124148171,"fair_high":0.0320917513,"hurdle":0.087,"surplus":-0.0745851829,"surplus_low":-0.0843096267,"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

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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code