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Rendered from synthetic chains. The pipeline is real; the quotes are not. What that means
Updated 4:20 PM ET 140 trading days archived 294,840 contract-days
Every trading day this pipeline ingests option chains, extracts forwards and discount rates from put–call parity, fits arbitrage-free volatility surfaces, and publishes the results together with the data and the code that produced them. The archive grows daily and nothing is ever deleted or revised in place. Alongside it sits a pre-registered study testing roughly thirty celestial and calendar hypotheses against equity returns through the same statistical harness — a standing demonstration of how readily data of exactly this kind will fool you if you let it.
- SPY spot
- 589.91
- 30-day ATM implied
- 15.18%
- Expiries fitted
- 13
- Butterfly condition
- 13/13 pass
- Calendar condition
- pass