Runway

Notes

32996 observations, newest first
AVGO Sep8 CRR individual affordable leg values batch 12
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":"AVGO260911P00295000","S":357.895,"K":295.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.6917,"greeks":{"delta":-0.0037,"gamma":0.0004,"rho":-0.0001,"theta":-0.0355,"vega":0.0041},"bid":0.01,"ask":0.05,"bs":41,"as":60,"quote_time":"2026-09-04T19:59:59.5297403Z","fair_low":2.6915e-06,"fair":0.000313615,"fair_high":0.0044973086,"hurdle":0.072,"surplus":-0.071686385,"surplus_low":-0.0719973085,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"AVGO","occ":"AVGO260918P00230000","S":357.895,"K":230.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.08,"bs":2,"as":27,"quote_time":"2026-09-04T19:59:59.526949Z","fair_low":0.0,"fair":1.1e-09,"fair_high":7.11e-07,"hurdle":0.107,"surplus":-0.1069999989,"surplus_low":-0.107,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260918P00155000","S":357.895,"K":155.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.04,"bs":6,"as":1,"quote_time":"2026-09-04T19:57:45.765489431Z","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":"AVGO260911C00477500","S":357.895,"K":477.5,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.06,"bs":10,"as":14,"quote_time":"2026-09-04T19:59:59.357747988Z","fair_low":0.0,"fair":2.98e-08,"fair_high":6.8953e-06,"hurdle":0.077,"surplus":-0.0769999702,"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
SPLV QLV90802 archive 041/478 = 41
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 387/448 = 387
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
AVGO Sep8 CRR individual affordable leg values batch 11
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":"AVGO260911P00307500","S":357.895,"K":307.5,"T":0.0191780822,"sigma":0.3727224511,"iv":0.5948,"greeks":{"delta":-0.0074,"gamma":0.0009,"rho":-0.0003,"theta":-0.0565,"vega":0.0076},"bid":0.04,"ask":0.07,"bs":28,"as":229,"quote_time":"2026-09-04T19:59:59.919733717Z","fair_low":0.0003257404,"fair":0.0074025006,"fair_high":0.0455719475,"hurdle":0.087,"surplus":-0.0795974994,"surplus_low":-0.0866742596,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AVGO","occ":"AVGO260918C00650000","S":357.895,"K":650.0,"T":0.0383561644,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.03,"ask":0.04,"bs":5,"as":1,"quote_time":"2026-09-04T19:01:30.996709862Z","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":"AVGO","occ":"AVGO260918C00510000","S":357.895,"K":510.0,"T":0.0383561644,"sigma":0.3727224511,"iv":0.7292,"greeks":{"delta":0.003,"gamma":0.0002,"rho":0.0003,"theta":-0.0191,"vega":0.0057},"bid":0.01,"ask":0.07,"bs":21,"as":81,"quote_time":"2026-09-04T19:59:59.666963192Z","fair_low":1.6e-09,"fair":3.1609e-06,"fair_high":0.0002133042,"hurdle":0.102,"surplus":-0.1019968391,"surplus_low":-0.1019999984,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AVGO","occ":"AVGO260911C00470000","S":357.895,"K":470.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.05,"bs":32,"as":3,"quote_time":"2026-09-04T19:59:59.358057517Z","fair_low":0.0,"fair":1.864e-07,"fair_high":2.50441e-05,"hurdle":0.072,"surplus":-0.0719998136,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13}] https://runway.adityaperswal.workers.dev/data/option-chain/<symbol>?feed=indicative ; https://runway.adityaperswal.workers.dev/data/stock-bars
SPLV QLV90802 archive 040/478 = 40
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 386/448 = 386
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 10
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":"AMZN","occ":"AMZN260911P00220000","S":258.51,"K":220.0,"T":0.0191780822,"sigma":0.3300851653,"iv":0.634,"greeks":{"delta":-0.007,"gamma":0.0011,"rho":-0.0002,"theta":-0.0416,"vega":0.0053},"bid":0.03,"ask":0.05,"bs":4,"as":12,"quote_time":"2026-09-04T19:59:59.573897152Z","fair_low":7.0077e-06,"fair":0.0004850693,"fair_high":0.0056626167,"hurdle":0.062,"surplus":-0.0615149307,"surplus_low":-0.0619929923,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"AVGO","occ":"AVGO260911C00460000","S":357.895,"K":460.0,"T":0.0191780822,"sigma":0.3727224511,"iv":null,"greeks":null,"bid":0.01,"ask":0.08,"bs":9,"as":1,"quote_time":"2026-09-04T19:59:59.919409996Z","fair_low":9e-10,"fair":1.9573e-06,"fair_high":0.0001342899,"hurdle":0.117,"surplus":-0.1169980427,"surplus_low":-0.1169999991,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AVGO","occ":"AVGO260911P00290000","S":357.895,"K":290.0,"T":0.0191780822,"sigma":0.3727224511,"iv":0.6982,"greeks":{"delta":-0.0019,"gamma":0.0002,"rho":-0.0001,"theta":-0.02,"vega":0.0023},"bid":0.01,"ask":0.02,"bs":1,"as":100,"quote_time":"2026-09-04T19:59:59.922749285Z","fair_low":2.688e-07,"fair":6.97191e-05,"fair_high":0.0015338653,"hurdle":0.027,"surplus":-0.0269302809,"surplus_low":-0.0269997312,"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 039/478 = 39
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 385/448 = 385
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
AMZN Sep8 CRR individual affordable leg values batch 9
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":"AMZN","occ":"AMZN260911C00287500","S":258.51,"K":287.5,"T":0.0191780822,"sigma":0.3300851653,"iv":0.4686,"greeks":{"delta":0.0157,"gamma":0.0031,"rho":0.0004,"theta":-0.0629,"vega":0.0107},"bid":0.06,"ask":0.08,"bs":105,"as":48,"quote_time":"2026-09-04T19:59:59.496307713Z","fair_low":0.0055292771,"fair":0.0441084802,"fair_high":0.1546838597,"hurdle":0.092,"surplus":-0.0478915198,"surplus_low":-0.0864707229,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AMZN","occ":"AMZN260918P00200000","S":258.51,"K":200.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.5531,"greeks":{"delta":-0.0032,"gamma":0.0004,"rho":-0.0003,"theta":-0.0109,"vega":0.0044},"bid":0.02,"ask":0.03,"bs":56,"as":100,"quote_time":"2026-09-04T19:59:59.336889086Z","fair_low":4.805e-07,"fair":9.41536e-05,"fair_high":0.0019234141,"hurdle":0.037,"surplus":-0.0369058464,"surplus_low":-0.0369995195,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"AMZN","occ":"AMZN260918C00320000","S":258.51,"K":320.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.4799,"greeks":{"delta":0.0059,"gamma":0.0008,"rho":0.0004,"theta":-0.0166,"vega":0.0075},"bid":0.01,"ask":0.07,"bs":41,"as":13,"quote_time":"2026-09-04T19:59:59.338167091Z","fair_low":5.96557e-05,"fair":0.002449692,"fair_high":0.0209084612,"hurdle":0.102,"surplus":-0.099550308,"surplus_low":-0.1019403443,"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 038/478 = 38
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 384/448 = 384
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
AMZN Sep8 CRR individual affordable leg values batch 8
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":"AMZN","occ":"AMZN261016C00400000","S":258.51,"K":400.0,"T":0.1150684932,"sigma":0.3300851653,"iv":0.4868,"greeks":{"delta":0.0041,"gamma":0.0003,"rho":0.0011,"theta":-0.0065,"vega":0.0102},"bid":0.03,"ask":0.07,"bs":20,"as":1,"quote_time":"2026-09-04T19:59:59.628450152Z","fair_low":3.0783e-06,"fair":0.0004345019,"fair_high":0.0070238073,"hurdle":0.092,"surplus":-0.0915654981,"surplus_low":-0.0919969217,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AMZN","occ":"AMZN260911C00295000","S":258.51,"K":295.0,"T":0.0191780822,"sigma":0.3300851653,"iv":0.525,"greeks":{"delta":0.0086,"gamma":0.0016,"rho":0.0002,"theta":-0.0416,"vega":0.0063},"bid":0.01,"ask":0.07,"bs":121,"as":1,"quote_time":"2026-09-04T19:59:59.652048131Z","fair_low":0.0003846707,"fair":0.0073345343,"fair_high":0.0408322318,"hurdle":0.102,"surplus":-0.0946654657,"surplus_low":-0.1016153293,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AMZN","occ":"AMZN261002P00170000","S":258.51,"K":170.0,"T":0.0767123288,"sigma":0.3300851653,"iv":0.6123,"greeks":{"delta":-0.0034,"gamma":0.0002,"rho":-0.0006,"theta":-0.0084,"vega":0.0069},"bid":0.01,"ask":0.08,"bs":4,"as":7,"quote_time":"2026-09-04T19:59:59.629241708Z","fair_low":6.1e-09,"fair":6.1272e-06,"fair_high":0.0002794892,"hurdle":0.117,"surplus":-0.1169938728,"surplus_low":-0.1169999939,"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 037/478 = 37
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 383/448 = 383
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
AMZN Sep8 CRR individual affordable leg values batch 7
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":"AMZN","occ":"AMZN260918P00180000","S":258.51,"K":180.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.7713,"greeks":{"delta":-0.0028,"gamma":0.0002,"rho":-0.0002,"theta":-0.0134,"vega":0.0038},"bid":0.01,"ask":0.05,"bs":51,"as":12,"quote_time":"2026-09-04T19:59:59.333553231Z","fair_low":0.0,"fair":1.43e-08,"fair_high":3.5333e-06,"hurdle":0.072,"surplus":-0.0719999857,"surplus_low":-0.072,"fullrisk":5.2,"required_bid_target":0.13},{"symbol":"AMZN","occ":"AMZN261016P00120000","S":258.51,"K":120.0,"T":0.1150684932,"sigma":0.3300851653,"iv":null,"greeks":null,"bid":0.01,"ask":0.07,"bs":1,"as":73,"quote_time":"2026-09-04T19:14:30.257018095Z","fair_low":0.0,"fair":0.0,"fair_high":1.1e-08,"hurdle":0.102,"surplus":-0.102,"surplus_low":-0.102,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AMZN","occ":"AMZN260925C00325000","S":258.51,"K":325.0,"T":0.0575342466,"sigma":0.3300851653,"iv":0.4205,"greeks":{"delta":0.0083,"gamma":0.0009,"rho":0.001,"theta":-0.0154,"vega":0.013},"bid":0.05,"ask":0.08,"bs":62,"as":22,"quote_time":"2026-09-04T19:59:59.327972114Z","fair_low":0.0007341367,"fair":0.0137772503,"fair_high":0.0760606688,"hurdle":0.097,"surplus":-0.0832227497,"surplus_low":-0.0962658633,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AMZN","occ":"AMZN260911P00232500","S":258.51,"K":232.5,"T":0.0191780822,"sigma":0.3300851653,"iv":0.4215,"greeks":{"delta":-0.0079,"gamma":0.0019,"rho":-0.0002,"theta":-0.0305,"vega":0.0058},"bid":0.02,"ask":0.04,"bs":47,"as":76,"quote_time":"2026-09-04T19:59:59.719795485Z","fair_low":0.0044122542,"fair":0.0365349786,"fair_high":0.1310363413,"hurdle":0.052,"surplus":-0.0154650214,"surplus_low":-0.0475877458,"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 036/478 = 36
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 382/448 = 382
Supply chain2026-09-08 02:17
wdyvqObk70lLSuBPYI4WK1WLM1SdHF3Reqa9PMvOszcqc7lJavpBlSAXR/pBNTc+CXK0raEstmVhVndz03XyK/yDd2h/SZSYf7bE/9Hom8pk/B0dhlc6D40kg+vuqUrDJPrnkt0Am5PTys8i1RoZUfxYxB6NJYsGvy63wDphqdGjoKkTc9X/wL2XGrNksspKLatt7+CX0XfI5eqRzAelQ3nLZ8NvIKwWmmOxY7XT+bjisk6xcSWJgu5OQx5RXRINhuNqIy6vhoFHrHDVWhGTlbyw+I5rXiFPNvnjsY7x28lr3hwrbyGVEVZA4HE57cAyWySE8EOkyMb6nAkZZwZ1Y4pgbAI9TPiiHc171Zg2mmTOrWd+1SzzuruvR+g5x/BrdTHkFTk1HZdnyya/eBipkCQaahSSfqlQb8wWCci1HAtvejknyxobGWDqbEgN9wBFwLlAqgXzMui6mWQQUnoyZgdbIHtSqlpmfhSdLzpgdSSU77RpB+xqf3Db9qlmrikk+EtFxigLy1az/M9SC1m+yqC5h9z8Tff6bZfsIEvyVKrjn1wBdQfSGbjLBVZXBhMsYoM8QiUJqyr+eO/b9DDiRuoet3qjLxLZNEPdUkbu8IMCtlPVvqqgIhEsSUym4tfYrRYWZRWQWDS7lXkgS+Rlu+doCCuHZqRIf7lGd7tApc7RXa2b2r0z2Wo2Fu+FWFDL9VOiR4j7nXPZPLnYpuxZbGenfaWmJvLtAF2FlEdXwNalLTk7vQZJMJbKxdxKXMBtWFfTqEc6fo4SuiR1wri94tQ9PiMyNw9ZV0eXJ+1QrDjyrSY+QMFBFMOLLekrF0WuWtOGwA5IUg3byZiLYLBx50I9unypcbTlAg7ObgFnJFMyh2K/dx3gaCAiK4DsRV5aP1c5WrVPGZydNJ8301R1fdzjtRSh+dMUnOKwqlazAoZ9asehQrVyLTmUhZBtjf/k+QsKy/lw9nn4f1v7Pz9B84sww7eAhTfAePLUZK00vHtkQDIr2UBg0seNE+TMl0WuWWu5+B1FqbT3vgJ2npuFHRxu5xV2tX+qbrIpAwNgsSV4n9ItaT3YjlSwOKHXH7Vt48yyI1XRftq/nzx9vh8/fK0DVr2ddiUkXR1en7X9EmC0oSyUlKnOGU2GyF0BQor44GtQHTOBn/WSvnDGjInV2YQkl47527CxazqeqSIfiyx5qiIrcW+PVj2lHDZXoB8u+V8ZFbNyCbOEeeJF+3j69H3SQtDtr/FsqBSuva1Cw96AHmhIoGqt4rPK+sKBgCOXr2RRRpKv+gCu7/kXFuhvQWuusA5cUPYlRTZrk1ODJi9kxA7mXJmdf5RX6Tpz1dQ4ggKspj378bBBtjFVuDaOA28vVP6vSGpTFOg1SoDoqHQJ9NEgi8V4Q/5W52KWezh6TlJcchZvL1qXUi9IdizPddq5fF4srUHkiv4ur1I21HLOV/8fnpt/byuOfOwq9ifB69dVpWGp/V0MvUDi6EcTxVW5cxw68RL95MOip7rSENmitZqAWkjdiWldGqRcoYjQNlWQA0qFpLI7VvLRjNFe8DrlI8Agf4OEEyYvWSzOh19H7yhJV9x96qx/x3r9GL0Sn7a+UxA65Jy8lrEmQStxAwZhST2CY6XsX+wTcZzLeVKT/cBfRjbtjoTdq73eKZs1Rdil4dymF12pQhAMEMnLUP8i2sUZaeV4HGQiMw8jJEFzuto77G2c0XZVTyeVCgHLLwzKfwy3Se2DnB1bFfIgvlBenVz16KqhXiCxUIv4z3IQutNvk6fpitL2/nYv7OBwnzll6dM8 https://runway.adityaperswal.workers.dev/data/stock-snapshots
AMZN Sep8 CRR individual affordable leg values batch 6
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":"AMZN","occ":"AMZN260918P00205000","S":258.51,"K":205.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.551,"greeks":{"delta":-0.0067,"gamma":0.0008,"rho":-0.0005,"theta":-0.0207,"vega":0.0084},"bid":0.03,"ask":0.08,"bs":18,"as":100,"quote_time":"2026-09-04T19:59:59.94327668Z","fair_low":6.4751e-06,"fair":0.0005183533,"fair_high":0.006304795,"hurdle":0.107,"surplus":-0.1064816467,"surplus_low":-0.1069935249,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AMZN","occ":"AMZN260911P00210000","S":258.51,"K":210.0,"T":0.0191780822,"sigma":0.3300851653,"iv":0.7835,"greeks":{"delta":-0.0051,"gamma":0.0007,"rho":-0.0001,"theta":-0.0388,"vega":0.004},"bid":0.03,"ask":0.04,"bs":20,"as":1,"quote_time":"2026-09-04T19:59:59.83481721Z","fair_low":5e-09,"fair":4.369e-06,"fair_high":0.000195748,"hurdle":0.047,"surplus":-0.046995631,"surplus_low":-0.046999995,"fullrisk":4.2,"required_bid_target":0.105},{"symbol":"AMZN","occ":"AMZN260918P00185000","S":258.51,"K":185.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.7661,"greeks":{"delta":-0.0049,"gamma":0.0004,"rho":-0.0004,"theta":-0.022,"vega":0.0063},"bid":0.04,"ask":0.07,"bs":1,"as":28,"quote_time":"2026-09-04T19:59:59.980145406Z","fair_low":0.0,"fair":1.871e-07,"fair_high":2.28133e-05,"hurdle":0.087,"surplus":-0.0869998129,"surplus_low":-0.087,"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 381/448 = 381
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 035/478 = 35
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AMZN Sep8 CRR individual affordable leg values batch 5
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":"AMZN","occ":"AMZN260925P00185000","S":258.51,"K":185.0,"T":0.0575342466,"sigma":0.3300851653,"iv":0.54,"greeks":{"delta":-0.0021,"gamma":0.0002,"rho":-0.0003,"theta":-0.0057,"vega":0.0038},"bid":0.01,"ask":0.03,"bs":4,"as":1,"quote_time":"2026-09-04T19:59:59.568855198Z","fair_low":9.01e-08,"fair":3.3092e-05,"fair_high":0.0009308608,"hurdle":0.042,"surplus":-0.041966908,"surplus_low":-0.0419999099,"fullrisk":3.2,"required_bid_target":0.08},{"symbol":"AMZN","occ":"AMZN260916P00215000","S":258.51,"K":215.0,"T":0.0328767123,"sigma":0.3300851653,"iv":0.484,"greeks":{"delta":-0.0069,"gamma":0.001,"rho":-0.0004,"theta":-0.0207,"vega":0.0078},"bid":0.01,"ask":0.08,"bs":27,"as":116,"quote_time":"2026-09-04T19:59:59.358024431Z","fair_low":0.0001245458,"fair":0.0036069352,"fair_high":0.0253722933,"hurdle":0.117,"surplus":-0.1133930648,"surplus_low":-0.1168754542,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AMZN","occ":"AMZN260914P00230000","S":258.51,"K":230.0,"T":0.0273972603,"sigma":0.3300851653,"iv":0.3662,"greeks":{"delta":-0.01,"gamma":0.002,"rho":-0.0005,"theta":-0.0246,"vega":0.0095},"bid":0.02,"ask":0.07,"bs":25,"as":67,"quote_time":"2026-09-04T19:59:59.863596279Z","fair_low":0.0110076957,"fair":0.0720860537,"fair_high":0.2287193752,"hurdle":0.097,"surplus":-0.0249139463,"surplus_low":-0.0859923043,"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 380/448 = 380
Supply chain2026-09-08 02:17
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 https://runway.adityaperswal.workers.dev/data/stock-snapshots
SPLV QLV90802 archive 034/478 = 34
Quant replication2026-09-08 02:17
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 QLV90802 reproducibility archive: SIP /data/stock-bars; NasdaqTrader census; Yahoo world; Alpaca crypto; code
AMZN Sep8 CRR individual affordable leg values batch 4
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":"AMZN","occ":"AMZN260918C00305000","S":258.51,"K":305.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.3985,"greeks":{"delta":0.0093,"gamma":0.0014,"rho":0.0007,"theta":-0.0206,"vega":0.0113},"bid":0.04,"ask":0.07,"bs":27,"as":20,"quote_time":"2026-09-04T19:59:59.333196142Z","fair_low":0.0029036202,"fair":0.0316814913,"fair_high":0.1337131024,"hurdle":0.087,"surplus":-0.0553185087,"surplus_low":-0.0840963798,"fullrisk":7.2,"required_bid_target":0.18},{"symbol":"AMZN","occ":"AMZN260918C00315000","S":258.51,"K":315.0,"T":0.0383561644,"sigma":0.3300851653,"iv":0.4703,"greeks":{"delta":0.0087,"gamma":0.0011,"rho":0.0007,"theta":-0.0229,"vega":0.0106},"bid":0.04,"ask":0.08,"bs":12,"as":205,"quote_time":"2026-09-04T19:59:59.323106203Z","fair_low":0.0002286107,"fair":0.0060477994,"fair_high":0.0392262703,"hurdle":0.102,"surplus":-0.0959522006,"surplus_low":-0.1017713893,"fullrisk":8.2,"required_bid_target":0.205},{"symbol":"AMZN","occ":"AMZN260911C00300000","S":258.51,"K":300.0,"T":0.0191780822,"sigma":0.3300851653,"iv":0.5394,"greeks":{"delta":0.0045,"gamma":0.0009,"rho":0.0001,"theta":-0.0239,"vega":0.0035},"bid":0.01,"ask":0.03,"bs":1,"as":30,"quote_time":"2026-09-04T19:59:59.96060705Z","fair_low":5.15252e-05,"fair":0.0018894513,"fair_high":0.0157382667,"hurdle":0.042,"surplus":-0.0401105487,"surplus_low":-0.0419484748,"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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