SYSTEM / SUPERVISEDCHAIN 4663 · UTC SETTLEMENT · n=60
SYSTEM OVERVIEW/ ZERO DAYS / 00
SUPERVISED WORKSPACE00:00:00 UTC
SUPERVISED — PRINTS FILED MANUALLY

the chain has no options.
we price them anyway.

most of them expire worthless. that's the data.

PRICING MODETHEORETICAL
OBSERVATIONSn=60
NEXT CLOSE00:00 UTC
THETA FIELD / τMODEL CYCLE 001
TIME REMAINING
00:00:00
NVDA182.40MODEL 1.18RV 42.8%
GME24.82MODEL 0.46RV 68.1%
SPACEX208.10MODEL 3.72RV 51.6%
TSLA318.60MODEL 2.08RV 55.2%
PLTR151.30MODEL 1.04RV 47.4%
NVDA182.40MODEL 1.18RV 42.8%
GME24.82MODEL 0.46RV 68.1%
SPACEX208.10MODEL 3.72RV 51.6%
TSLA318.60MODEL 2.08RV 55.2%
PLTR151.30MODEL 1.04RV 47.4%
BASE RATE / n=6086.7%EXPIRED WORTHLESS
RV LEADER / n=6068.1%GME / CLOSE-TO-CLOSE
MEDIAN THETA / n=60−0.42MODEL UNITS / HOUR
PRINT COVERAGE5 / 6ONE DEPTH FAILURE
ZERO DAYS / APPLICATION MODULE

PRICING DESK

01
OPERATIONS / ANALYTICS WORKSPACE

PRICING DESK

SYS
ZERO DAYS DESK/ WORKSPACE / DEFAULT
NVDA182.40MODEL 1.18
MODEL SURFACE / THEORETICAL / n=60
DELTA0.41
THETA-0.34
RV42.8%
STRIKE185.00
00:00:00SETTLEprevious print filed
18:42:11OBSERVENVDA spot observation
18:42:12ESTIMATErv 42.8% / n=60
18:42:13PRINTmodel 1.18
ZERO DAYS / APPLICATION MODULE

NETWORK & LINEAGE

05
BLOCKCHAIN DATA PIPELINE

NETWORK & LINEAGE

05
SOURCE TO PRINT TOPOLOGY
RPC 4663
ARCUS REST
BLOCKSCOUT
OBSERVATIONS
n ATTACHED
VOL ESTIMATOR
C2C / PARKINSON
PRICE PRINT
FILED MANUALLY
DESK QUOTA / PREVIEW
REQUEST WINDOWMONTHLY
EXPORT FORMATSCSV / JSON
CHAIN4663
ZERO DAYS / APPLICATION MODULE

DATA API

06
DEVELOPER ACCESS / PREVIEW

DATA API

06
{
  "status": "preview",
  "as_of": "2026-08-03T00:00:00Z",
  "n": 60,
  "data": [
    {
      "asset": "NVDA",
      "spot": 182.4,
      "strike": 185,
      "type": "C",
      "model": 1.18,
      "delta": 0.41,
      "theta": -0.34,
      "rv": 42.8,
      "n": 60
    },
    {
      "asset": "GME",
      "spot": 24.82,
      "strike": 25,
      "type": "C",
      "model": 0.46,
      "delta": 0.47,
      "theta": -0.19,
      "rv": 68.1,
      "n": 60
    },
    {
      "asset": "SPACEX",
      "spot": 208.1,
      "strike": 210,
      "type": "P",
      "model": 3.72,
      "delta": -0.44,
      "theta": -0.71,
      "rv": 51.6,
      "n": 48
    },
    {
      "asset": "TSLA",
      "spot": 318.6,
      "strike": 320,
      "type": "C",
      "model": 2.08,
      "delta": 0.45,
      "theta": -0.63,
      "rv": 55.2,
      "n": 60
    },
    {
      "asset": "PLTR",
      "spot": 151.3,
      "strike": 155,
      "type": "C",
      "model": 1.04,
      "delta": 0.31,
      "theta": -0.42,
      "rv": 47.4,
      "n": 60
    },
    {
      "asset": "HOOD",
      "spot": 109.7,
      "strike": 110,
      "type": "P",
      "model": 0,
      "delta": 0,
      "theta": 0,
      "rv": 0,
      "n": 12,
      "note": "insufficient depth"
    }
  ]
}
PREVIEW RESPONSENO API KEY SENTDATA FROM PAGE OBJECT
ZERO DAYS / APPLICATION MODULE

DATA ACCESS

07
ANALYTICS ACCESS / BACKEND NOT CONFIGURED

DATA ACCESS

07
PUBLIC

Observer

$0
  • daily supervised print
  • chain table access
  • manual CSV export
DESK

Analyst

$49 / MONTH
  • API access request
  • historical expiry archive
  • JSON and CSV datasets
  • expanded observation windows
INSTITUTIONAL

Archive

CUSTOM
  • bulk research extracts
  • custom retention window
  • methodology support
  • supervised fulfillment
ZERO DAYS / APPLICATION MODULE

THE CHAIN

02
PRICING ARRAY / AS OF 2026-08-03 00:00 / n=60

THE CHAIN

01
STRIKE LATTICE / MODEL FIELDCHAIN 4663
SELECTED STRIKENVDA / 185 C
PRINT SEQUENCERBLOCK ARRAY
01NVDA0x4e564441
02GME0x474d4532
03SPACEX0x53504143
04TSLA0x54534c41
05PLTR0x504c5452
06HOOD0x484f4f44
MODEL DISTRIBUTIONn=60
OTM BASE RATE86.7%
VALID PRINTS5 / 6
MODEL OUTPUT / 0DTE
ASSETSPOTSTRIKETYPEMODELDELTATHETARVn
NVDA182.40185.00C1.180.41-0.3442.8%60
GME24.8225.00C0.460.47-0.1968.1%60
SPACEX208.10210.00P3.72-0.44-0.7151.6%48
TSLA318.60320.00C2.080.45-0.6355.2%60
PLTR151.30155.00C1.040.31-0.4247.4%60
HOOD109.70110.00Pinsufficient depth———12
nothing here is tradable. no counterparty exists.MODEL PRICE / IF IT EXISTED
ZERO DAYS / APPLICATION MODULE

VOLATILITY SURFACE

03
VOLATILITY TELEMETRY

THE SURFACE

02
REALIZED VOL MESH / ASSET × WINDOWSUPERVISED FIELD
RV CONTOURn ATTACHED
TERM STRUCTUREUTC
GME68.1% · n=60
TSLA55.2% · n=60
SPACEX51.6% · n=48
PLTR47.4% · n=60
NVDA42.8% · n=60
REALIZED VOL / RANKEDn PER ASSET
GME68.1% · n=60
TSLA55.2% · n=60
SPACEX51.6% · n=48
PLTR47.4% · n=60
NVDA42.8% · n=60
LAST SETTLEMENT / n=60
86.7%

expired worthless at the most recent 00:00 UTC close.

CONTRACTS PRICED60
WORTHLESS52
BIGGEST PAPER WINGME 25 C
MULTIPLE3.1x
ZERO DAYS / APPLICATION MODULE

OUTLIER REPORT

04
OUTLIER REPORT / n=60

THE WIDOWMAKER

03
24H SHOCK ORBIT / PRICE PATHGME
OBSERVED MOVE+14.8%
SHOCK DECOMPOSITIONn=60
OBSERVED MOVE+14.8%
PAPER MULTIPLE3.1x
RV REGIME68.1%
24H MOVE / PRICE ONLY
GME
+14.8%

a paper 25 C would have finished 3.1x model price

PAPER OUTCOME / CLOSED 00:00 UTC
ZERO DAYS / APPLICATION MODULE

METHODOLOGY

08
MODEL DOCUMENTATION

METHODOLOGY

04
ON-CHAIN DATA LINEAGE / PACKET FLOWVERIFIABLE SOURCES
RPC4663
OBSERVEn ATTACHED
ESTIMATEC2C / PARK
MODELBS-76 / r=0
FILE00:00 UTC
PACKET 010x4663a8c1
PACKET 020x0d7e91b4
PACKET 030x00utc60f
PACKET 040xprice1e8
01

OBSERVE

prices from Robinhood Chain RPC, Arcus public REST and Blockscout.

02

ESTIMATE

close-to-close and Parkinson realized-vol estimators. sample counts remain attached.

03

MODEL

Black–Scholes–76 with r=0. no implied volatility exists because nobody quotes it.

04

FILE

T equals hours remaining to 00:00 UTC. prints are supervised and filed manually.

that's what usually happens.