Runway

Notes

32996 observations, newest first
BITO Sep8 CRR individual affordable leg values batch 20
Options mispricing2026-09-08 02:17
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":"BITO","occ":"BITO260918P00009000","S":10.74,"K":9.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.7087,"greeks":{"delta":-0.0659,"gamma":0.097,"rho":-0.0002,"theta":-0.0076,"vega":0.0024},"bid":0.01,"ask":0.07,"bs":1,"as":2,"quote_time":"2026-09-04T19:59:47.604654962Z","fair_low":0.0012108192,"fair":0.006711181,"fair_high":0.019227698,"hurdle":0.102,"surplus":-0.095288819,"surplus_low":-0.1007891808,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260911P00010000","S":10.74,"K":10.0,"T":0.0191780822,"sigma":0.4484828391,"iv":0.493,"greeks":{"delta":-0.0783,"gamma":0.2638,"rho":-0.0001,"theta":-0.01,"vega":0.0016},"bid":0.01,"ask":0.03,"bs":1034,"as":826,"quote_time":"2026-09-04T19:59:59.724798589Z","fair_low":0.0167644577,"fair":0.0389535432,"fair_high":0.0683949516,"hurdle":0.042,"surplus":-0.0030464568,"surplus_low":-0.0252355423,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"BITO","occ":"BITO261016C00015000","S":10.74,"K":15.0,"T":0.1150684932,"sigma":0.4484828391,"iv":0.5944,"greeks":{"delta":0.0546,"gamma":0.053,"rho":0.0006,"theta":-0.003,"vega":0.0039},"bid":0.03,"ask":0.06,"bs":1,"as":1,"quote_time":"2026-09-04T19:59:59.917101069Z","fair_low":0.0015603005,"fair":0.0102909964,"fair_high":0.0321325413,"hurdle":0.077,"surplus":-0.0667090036,"surplus_low":-0.0754396995,"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 397/448 = 397
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 048/478 = 48
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 02UTC complete measured archive part 396/448 = 396
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
BITO Sep8 CRR individual affordable leg values batch 19
Options mispricing2026-09-08 02:17
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":"BITO","occ":"BITO260918C00014000","S":10.74,"K":14.0,"T":0.0383561644,"sigma":0.4484828391,"iv":0.8959,"greeks":{"delta":0.0527,"gamma":0.0643,"rho":0.0002,"theta":-0.0082,"vega":0.002},"bid":0.03,"ask":0.04,"bs":13,"as":4,"quote_time":"2026-09-04T19:59:41.415992519Z","fair_low":1.65788e-05,"fair":0.0003961474,"fair_high":0.0025341205,"hurdle":0.047,"surplus":-0.0466038526,"surplus_low":-0.0469834212,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"BITO","occ":"BITO260911C00011500","S":10.74,"K":11.5,"T":0.0191780822,"sigma":0.4484828391,"iv":0.5614,"greeks":{"delta":0.1298,"gamma":0.3348,"rho":0.0001,"theta":-0.0168,"vega":0.0024},"bid":0.01,"ask":0.07,"bs":11,"as":385,"quote_time":"2026-09-04T19:59:59.724909429Z","fair_low":0.0220530224,"fair":0.048412893,"fair_high":0.0822387382,"hurdle":0.102,"surplus":-0.053587107,"surplus_low":-0.0799469776,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"BITO","occ":"BITO260930C00017000","S":10.74,"K":17.0,"T":0.0712328767,"sigma":0.4484828391,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1,"as":4,"quote_time":"2026-09-04T19:50:46.605692947Z","fair_low":1.805e-07,"fair":2.31631e-05,"fair_high":0.0003741014,"hurdle":0.102,"surplus":-0.1019768369,"surplus_low":-0.1019998195,"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 047/478 = 47
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
Sep8 02UTC complete measured archive part 395/448 = 395
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
Sep8 CRR individual affordable leg values batch 18
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO261016P00210000","S":357.895,"K":210.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.5917,"greeks":{"delta":-0.0021,"gamma":0.0001,"rho":-0.0009,"theta":-0.0058,"vega":0.0078},"bid":0.03,"ask":0.06,"bs":3,"as":69,"quote_time":"2026-09-04T19:59:58.61260524Z","fair_low":1.809e-07,"fair":6.74644e-05,"fair_high":0.0018843774,"hurdle":0.077,"surplus":-0.0769325356,"surplus_low":-0.0769998191,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"AVGO","occ":"AVGO261016C00630000","S":357.895,"K":630.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6004,"greeks":{"delta":0.0028,"gamma":0.0001,"rho":0.001,"theta":-0.0077,"vega":0.0099},"bid":0.03,"ask":0.08,"bs":19,"as":9,"quote_time":"2026-09-04T19:59:59.646694146Z","fair_low":7.79e-08,"fair":4.77896e-05,"fair_high":0.001732495,"hurdle":0.107,"surplus":-0.1069522104,"surplus_low":-0.1069999221,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO261016C00700000","S":357.895,"K":700.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.686,"greeks":{"delta":0.002,"gamma":0.0001,"rho":0.0007,"theta":-0.0067,"vega":0.0075},"bid":0.03,"ask":0.06,"bs":3,"as":39,"quote_time":"2026-09-04T19:59:59.366400905Z","fair_low":1e-10,"fair":5.438e-07,"fair_high":7.43788e-05,"hurdle":0.077,"surplus":-0.0769994562,"surplus_low":-0.0769999999,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"BE","occ":"BE260911P00130000","S":252.87,"K":130.0,"T":0.0191780822,"sigma":0.8738459083,"iv":null,"greeks":null,"bid":0.01,"ask":0.06,"bs":2,"as":1,"quote_time":"2026-09-04T19:59:34.152671383Z","fair_low":0.0,"fair":4.47e-08,"fair_high":9.8015e-06,"hurdle":0.087,"surplus":-0.0869999553,"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
Sep8 02UTC complete measured archive part 394/448 = 394
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 046/478 = 46
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 CRR individual affordable leg values batch 17
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO260918C00660000","S":357.895,"K":660.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":3,"as":1,"quote_time":"2026-09-04T19:01:09.093139101Z","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":"AVGO","occ":"AVGO261016C00680000","S":357.895,"K":680.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6597,"greeks":{"delta":0.0021,"gamma":0.0001,"rho":0.0008,"theta":-0.0066,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":11,"as":178,"quote_time":"2026-09-04T19:59:59.702241587Z","fair_low":5e-10,"fair":1.9269e-06,"fair_high":0.000182091,"hurdle":0.117,"surplus":-0.1169980731,"surplus_low":-0.1169999995,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO261016C00740000","S":357.895,"K":740.0,"T":0.1150684932,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":10,"as":29,"quote_time":"2026-09-04T19:13:04.051740301Z","fair_low":0.0,"fair":3.77e-08,"fair_high":1.15255e-05,"hurdle":0.047,"surplus":-0.0469999623,"surplus_low":-0.047,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"AVGO","occ":"AVGO261016C00640000","S":357.895,"K":640.0,"T":0.1150684932,"sigma":0.3727224511,"iv":0.6151,"greeks":{"delta":0.0027,"gamma":0.0001,"rho":0.001,"theta":-0.0078,"vega":0.0097},"bid":0.04,"ask":0.07,"bs":9,"as":8,"quote_time":"2026-09-04T19:59:59.920121259Z","fair_low":2.95e-08,"fair":2.56713e-05,"fair_high":0.0010886627,"hurdle":0.087,"surplus":-0.0869743287,"surplus_low":-0.0869999705,"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 393/448 = 393
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 045/478 = 45
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 CRR individual affordable leg values batch 16
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO260911C00430000","S":357.895,"K":430.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.7177,"greeks":{"delta":0.0075,"gamma":0.0008,"rho":0.0003,"theta":-0.07,"vega":0.0078},"bid":0.05,"ask":0.08,"bs":125,"as":3,"quote_time":"2026-09-04T19:59:59.941828318Z","fair_low":1.36009e-05,"fair":0.0009219706,"fair_high":0.0104746222,"hurdle":0.097,"surplus":-0.0960780294,"surplus_low":-0.0969863991,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260918C00500000","S":357.895,"K":500.0,"T":0.0383561644,"sigma":0.3727224511,"iv":0.693,"greeks":{"delta":0.0032,"gamma":0.0002,"rho":0.0003,"theta":-0.0189,"vega":0.006},"bid":0.02,"ask":0.06,"bs":47,"as":50,"quote_time":"2026-09-04T19:59:59.508855372Z","fair_low":1.53e-08,"fair":1.31735e-05,"fair_high":0.0005544916,"hurdle":0.082,"surplus":-0.0819868265,"surplus_low":-0.0819999847,"fullrisk":6.2,"required_bid_target":0.155},{"symbol":"AVGO","occ":"AVGO260911C00450000","S":357.895,"K":450.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.04,"ask":0.08,"bs":44,"as":150,"quote_time":"2026-09-04T19:59:59.950724792Z","fair_low":2.92e-08,"fair":1.77278e-05,"fair_high":0.000621048,"hurdle":0.102,"surplus":-0.1019822722,"surplus_low":-0.1019999708,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260911C00472500","S":357.895,"K":472.5,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.07,"bs":36,"as":73,"quote_time":"2026-09-04T19:59:59.482403907Z","fair_low":0.0,"fair":9.61e-08,"fair_high":1.69287e-05,"hurdle":0.092,"surplus":-0.0919999039,"surplus_low":-0.092,"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 392/448 = 392
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 044/478 = 44
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 CRR individual affordable leg values batch 15
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO261002P00250000","S":357.895,"K":250.0,"T":0.0767123288,"sigma":0.3727224511,"iv":0.5117,"greeks":{"delta":-0.003,"gamma":0.0002,"rho":-0.0008,"theta":-0.0086,"vega":0.0085},"bid":0.01,"ask":0.08,"bs":131,"as":143,"quote_time":"2026-09-04T19:59:59.734850743Z","fair_low":2.60793e-05,"fair":0.0016701685,"fair_high":0.018180719,"hurdle":0.117,"surplus":-0.1153298315,"surplus_low":-0.1169739207,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260918P00260000","S":357.895,"K":260.0,"T":0.0383561644,"sigma":0.3727224511,"iv":0.6827,"greeks":{"delta":-0.003,"gamma":0.0002,"rho":-0.0003,"theta":-0.0176,"vega":0.0057},"bid":0.01,"ask":0.07,"bs":5,"as":33,"quote_time":"2026-09-04T19:59:59.56557084Z","fair_low":3.94e-08,"fair":2.07012e-05,"fair_high":0.0007356066,"hurdle":0.102,"surplus":-0.1019792988,"surplus_low":-0.1019999606,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AVGO","occ":"AVGO260911C00480000","S":357.895,"K":480.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":43,"as":78,"quote_time":"2026-09-04T19:59:59.906074691Z","fair_low":0.0,"fair":1.52e-08,"fair_high":4.6216e-06,"hurdle":0.077,"surplus":-0.0769999848,"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
Sep8 02UTC complete measured archive part 391/448 = 391
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 043/478 = 43
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 CRR individual affordable leg values batch 14
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO260925C00530000","S":357.895,"K":530.0,"T":0.0575342466,"sigma":0.3727224511,"iv":0.6305,"greeks":{"delta":0.0031,"gamma":0.0002,"rho":0.0005,"theta":-0.0132,"vega":0.0075},"bid":0.01,"ask":0.08,"bs":98,"as":97,"quote_time":"2026-09-04T19:59:59.907707022Z","fair_low":8.48e-08,"fair":4.20319e-05,"fair_high":0.001419996,"hurdle":0.117,"surplus":-0.1169579681,"surplus_low":-0.1169999152,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260911P00302500","S":357.895,"K":302.5,"T":0.0191780822,"sigma":0.3727224511,"iv":0.584,"greeks":{"delta":-0.003,"gamma":0.0004,"rho":-0.0001,"theta":-0.0247,"vega":0.0034},"bid":0.01,"ask":0.03,"bs":105,"as":32,"quote_time":"2026-09-04T19:59:59.90694674Z","fair_low":5.70107e-05,"fair":0.002228721,"fair_high":0.0191963979,"hurdle":0.042,"surplus":-0.039771279,"surplus_low":-0.0419429893,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"AVGO","occ":"AVGO260918C00600000","S":357.895,"K":600.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.04,"ask":0.05,"bs":20,"as":51,"quote_time":"2026-09-04T19:49:30.549834823Z","fair_low":0.0,"fair":0.0,"fair_high":7.7e-09,"hurdle":0.057,"surplus":-0.057,"surplus_low":-0.057,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"AVGO","occ":"AVGO260911C00490000","S":357.895,"K":490.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":40,"as":9,"quote_time":"2026-09-04T19:59:59.988244282Z","fair_low":0.0,"fair":1.1e-09,"fair_high":7.303e-07,"hurdle":0.072,"surplus":-0.0719999989,"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
Sep8 02UTC complete measured archive part 390/448 = 390
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 042/478 = 42
Quant replication2026-09-08 02:17
P2rWicJRvGKCJJHdllb3vewp76P7vWbYcXbwgDRZUtGXuudwCyf69eplhZk/QA9aqqWeAN6mhPbKr9f/YugV8tuwHJobv2l79vV9a8usOtR4vH158wt4gdQb+n3/KK9Vkt4EqNfsgcofKZv/PUBsn0BPehFrH6d6eunQe9Y50pgJD0+qXJvajhzmSLxLZYa2NWF7HqKdl5mkRPAzQ8dDTdKQXD0L0dx/bf2D3BOOwJu1MqY3u1MvmI2yaJNQ49qY0XxgzJBJJNHk5iGd9ZhKqlDdkQd+EJiTMJoC6aQAJm0wWmNfjamvY9XVmycJ7XGSp6RJv3iVhKsw9jl0DhxsA1c9InGQlfEb8fNSGw8L5O3qI2coAAh5/d7/4AK8rEzzd6XwzgSKkgn2+3CUvrAcdkrI/JFTAW2qxgQX2ihqKVfnLF7vgxZ1JyVrDi0Jv5/2j/KWJjz01Ws3QLtoHBFwO1Jg5LabjUFvHGfWiddSbXzE62VxxjeBHPp+LWVwzfMjAoZK85DvJElZ62397TDM7w2RGungpHO+gsk9IOOCtAglX+peacd31XEzMte12wCqs5q+7D408EOOycDSE+t7wnY9yY3P/k9emNT8s7u5w7ZMQImIseH/MysmabSy3V32NR4e5ymRS+A2FGHZmwW/f+Z+7BBIPt/23pSMVHubLR0P9tTeUQdGIK4rVOc0ZmcMDJ+z3RVYUhKMF4LKew6SAlMmF9shqYdzrodLN5qASMkaHwR8qJhKZM4v2P/UrtDdRZ4RETl0GC6wd2ESQx1DMlfivzQNkMUjRZ+Xha64c6rbkY3x9vrSD+pe4Xk3b0Zz8ehNBwJ1B3PmdCWNNG2INelNlftCBEwcSru2/ndFzk+SXQ8rl8GznUopl/zcBqNBu5HLdW+eV7hCgULFkxZStu34iaZybS5fIbXpT14FgjAhipEIKoGwGAi1+ej46v/2ABFECsLGGt3g0mKwbpHsHM3lOKJu4Bh2u5z80nmZpEzC3PrSMNAVd+3f14pLjLhJBidN6ju7eeVB+QvmjPTa+U0zjtMCE4N62BNxC74k7ez18US7TbCHepPqwaZYJCCBuL5UL89/tpCdzEBYe6STiT0m0pA3JnubQi/Nc2i/R3x+HZZuv6l/gvyxMJcI/pjLDYC2/l2GOjE+qvl/cKGbDYszzbj3f/FJJMYVGM1XPg+eX/nn+HwS0VTY3LT3/dKY3BoqyhKbTxWYcQ3JNNuzszbIbdAuT4ms/9LvBLieuFB0wnztjzUdiP7+aRFq+mqGzUpeoNAC6yvt+BapO8avzh/k+Gcihz9gHOUQgvwSQYblU9WL1C15OVYp2cEDCiwnD+ZxR296e0gHZEnTPBZ06uIZ9ppath3GNdE17sUPqWO2kDt5w9ZAAlo+Mu5sxsDSha1c8HcSJOZOx82V2272tAvqWbeklV/yKpyUQakvMXm1KhTqCDlCNe1BfdFR7k4ClkRxYDE/z6j91ODQSvDN3mbveQErQY8zYH+bFLfJAix7J9QqNpFzvaUrJXEulexmilyJYjuWo4XmS/GV5+qjSfUXRaQ05wTp3y/FrB7ND2l6YasaKXeKBURN+wnssQ4v6D/TeAJefayUAd2rEc4qtwqzpkmNpbD19ugo2vP/rfEbsImHPFQT5AazuVo02yaXDsUvH0/CDI0LbsmzBat0bCKiB7U74+/jA83Hxnti0RzoYZPYdeEk7KHi17e0Gvenk+9CyC/1W/HGVCVMF3LAmC/dWq8V1ZGOQrPa0Itha1xiPfxEVSQnncOa9UXGXifEEQ6GEuecF70caSJebeGwwDd26a1hvaps4qSEQLf/OuRx6MWzTRV0LrVb6ilP/y9OxvPzr7GGnfab/Rjp6Jj05I9UDpsxCPV4rUEbrXLhWGGid4F60gNb/dzwjYf6m37jbSNKs040KPahlv3dwW9cbNAjjDLeJC5/0V/CUP6PAH9FORb3NKWpzdkqYJEkl92ULGvrY3 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AVGO Sep8 CRR individual affordable leg values batch 13
Options mispricing2026-09-08 02:17
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":"AVGO","occ":"AVGO260911P00300000","S":357.895,"K":300.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.6105,"greeks":{"delta":-0.0029,"gamma":0.0004,"rho":-0.0001,"theta":-0.0249,"vega":0.0033},"bid":0.01,"ask":0.03,"bs":1,"as":107,"quote_time":"2026-09-04T19:59:59.507460639Z","fair_low":2.17296e-05,"fair":0.0011981828,"fair_high":0.0120855748,"hurdle":0.042,"surplus":-0.0408018172,"surplus_low":-0.0419782704,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"AVGO","occ":"AVGO260925C00535000","S":357.895,"K":535.0,"T":0.0575342466,"sigma":0.3727224511,"iv":0.6772,"greeks":{"delta":0.0046,"gamma":0.0003,"rho":0.0008,"theta":-0.0204,"vega":0.0107},"bid":0.07,"ask":0.08,"bs":5,"as":34,"quote_time":"2026-09-04T19:59:59.907607682Z","fair_low":3.84e-08,"fair":2.58543e-05,"fair_high":0.0010059918,"hurdle":0.087,"surplus":-0.0869741457,"surplus_low":-0.0869999616,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260911C00440000","S":357.895,"K":440.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.7801,"greeks":{"delta":0.006,"gamma":0.0006,"rho":0.0002,"theta":-0.0622,"vega":0.0064},"bid":0.05,"ask":0.06,"bs":23,"as":10,"quote_time":"2026-09-04T19:59:59.763483859Z","fair_low":7.252e-07,"fair":0.0001382007,"fair_high":0.0027393449,"hurdle":0.067,"surplus":-0.0668617993,"surplus_low":-0.0669992748,"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 389/448 = 389
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
Sep8 02UTC complete measured archive part 388/448 = 388
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
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