OptionsPeek · Field notesScenario calculator

The estimate,
then the market.

Real planning snapshots compared with a clearly timed option-market observation after the session opened.

See the evidenceRead the methodology
plan vs. print
What this collection records

Planning estimates should be inspectable after the session.

Each case preserves the selected contract, the stock move used for planning, the captured Greeks and IV, the OptionsPeek estimate, and one clearly labeled market comparison point.

Review gate
A case is published only after its contract, timestamps, estimate inputs, comparison point, and outcome have been reviewed.

Cases can use indicative option quotes and estimated Greeks or IV. The source and comparison basis are identified in each case.
Published evidence ledger

Option price estimate vs. outcome

12 reviewed cases
Sep 18, 2026 · NFLX

NFLX put midpoint was 29% above the estimate at 9:32 a.m. ET

OptionsPeek estimated a $2.50 midpoint for the Nov. 20 $67.50 put under a 4% stock-decline scenario with IV held constant. At 9:32 a.m. Eastern, the indicative midpoint was $3.24 after NFLX had declined 6.36% from the base stock price and IV was 1.49 points higher.

NFLX 67.5P 2026-11-20
Estimated option price change$0.76
Observed option price change (mid)$1.50
29% above the estimated option price
Prior close$75.31
Premarket quote$72.06-4.32%
9:32 a.m. ET$70.52-6.36% from close
Planned move
-4.00%
Observed move at 9:32 a.m. ET
-6.36%
Estimated option price
$2.50
Observed option price
$3.24
Option price before
$1.74
Option price gap
29% above
What the comparison means

The stock fell farther than planned while IV also rose

The observed indicative option midpoint was 29.40% above the estimate, a $0.74 difference. By 9:32 a.m. Eastern, NFLX had fallen 6.36% from the base stock price rather than the planned 4%, favoring the put. Implied volatility was 1.49 points higher than the hold-constant planning input. The 9:32 bid and ask were $3.13 and $3.35 on Alpaca's provider-derived indicative feed, not actual OPRA quotes or executable prices.

A larger realized stock decline and higher IV can both lift a put above a hold-constant-IV scenario estimate.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta-0.2188-0.3526-0.1338
Gamma0.02310.0302+0.0071
Vega0.09290.1088+0.0159
Theta-0.0273-0.0333-0.0060
IV40.54%42.03%+1.49 pts
Review the captured assumptions

Scenario: $75.31 base stock price, -4.00% move, $72.30 target, with IV set to hold constant.

Planning data: Prior-session Alpaca indicative option midpoint (provider-derived, not an OPRA quote) with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-17T19:59:59.510Z.

Comparison: mid at 2026-09-18T13:32:48.202Z. The planning and observation snapshots, contract, quote basis, estimate arithmetic, and indicative-feed limitations were reviewed before publication.

Sep 17, 2026 · MRNA

MRNA's call midpoint finished 4% below the estimate

OptionsPeek estimated a $20.95 midpoint for the Nov. 20 $155 call under a 5% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $20.21 after MRNA had risen 3.75% from the base stock price and IV was 2.05 points higher.

MRNA 155C 2026-11-20
Estimated option price change$3.91
Observed option price change (mid)$3.17
4% below the estimated option price
Prior close$145.62
Premarket quote$152.95+5.03%
9:32 a.m. ET$151.09+3.75% from close
Planned move
+5.00%
Observed move at 9:32 a.m. ET
+3.75%
Estimated option price
$20.95
Observed option price
$20.21
Option price before
$17.04
Option price gap
4% below
What the comparison means

The stock fell short of its planned gain despite higher IV

The observed option midpoint was 3.54% below the estimate, a $0.74 difference. MRNA had risen 3.75% from the base stock price by 9:32 a.m. Eastern rather than the planned 5%, which restrained the call; implied volatility was 2.05 points higher and supported it. The observed bid and ask were $18.42 and $21.99, a wide opening spread that includes the $20.95 estimate. The midpoint gap should not be interpreted as execution-level precision.

A smaller realized stock gain can outweigh a higher IV reading, while a wide opening spread limits how precisely midpoint prices can be compared.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta0.50820.5499+0.0417
Gamma0.00780.0073-0.0005
Vega0.24480.2503+0.0055
Theta-0.1649-0.1737-0.0088
IV83.33%85.38%+2.05 pts
Review the captured assumptions

Scenario: $145.62 base stock price, +5.00% move, $152.90 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-16T19:59:59.873Z.

Comparison: mid at 2026-09-17T13:32:46.959Z. The prior-session baseline, aligned Greeks and IV, 9:32 midpoint, calculations, wide observed spread, and source references were checked before publication.

Sep 17, 2026 · HOOD

HOOD's call finished 5% above the estimated option price

OptionsPeek estimated an $11.87 midpoint for the Nov. 20 $110 call under a 4% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $12.45 after HOOD had risen 4.55% from the base stock price and IV was 2.19 points higher.

HOOD 110C 2026-11-20
Estimated option price change$2.18
Observed option price change (mid)$2.76
5% above the estimated option price
Prior close$104.42
Premarket quote$109.10+4.48%
9:32 a.m. ET$109.18+4.55% from close
Planned move
+4.00%
Observed move at 9:32 a.m. ET
+4.55%
Estimated option price
$11.87
Observed option price
$12.45
Option price before
$9.69
Option price gap
5% above
What the comparison means

A larger stock gain and higher IV both favored the call

The observed option midpoint was 4.90% above the estimate, a $0.58 difference. By 9:32 a.m. Eastern, HOOD had risen 4.55% from the base stock price rather than the planned 4%, and implied volatility was 2.19 points higher. Both differences favored the call. The observed bid and ask were $12.24 and $12.66, so the midpoint comparison is not an executable-price claim.

The stock outpaced the planned move while IV also rose; both assumptions matter when interpreting the option-price gap.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta0.49310.5563+0.0632
Gamma0.01360.0126-0.0010
Vega0.17550.1806+0.0051
Theta-0.0955-0.1021-0.0066
IV66.48%68.67%+2.19 pts
Review the captured assumptions

Scenario: $104.42 base stock price, +4.00% move, $108.60 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-16T19:59:59.920Z.

Comparison: mid at 2026-09-17T13:32:46.856Z. The prior-session baseline, aligned Greeks and IV, 9:32 midpoint, calculations, and source references were checked before publication.

Sep 14, 2026 · PANW

PANW's call finished 1% above the estimated option price

OptionsPeek estimated a $17.47 midpoint for the Oct. 16 $350 call under a 4% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $17.60 after PANW had risen 4.12% from the base stock price and IV was 0.96 points higher.

PANW 350C 2026-10-16
Estimated option price change$5.78
Observed option price change (mid)$5.91
1% above the estimated option price
Prior close$330.65
Premarket quote$345.51+4.49%
9:32 a.m. ET$344.26+4.12% from close
Planned move
+4.00%
Observed move at 9:32 a.m. ET
+4.12%
Estimated option price
$17.47
Observed option price
$17.60
Option price before
$11.70
Option price gap
1% above
What the comparison means

The realized stock move closely matched the plan, with IV modestly higher

The observed option price was 0.73% above the estimate, a $0.13 midpoint difference. PANW had risen 4.12% from the base stock price by 9:32 a.m. Eastern, close to and slightly beyond the planned 4%, while implied volatility was 0.96 points higher. Both differences favored the call. The observed bid and ask were $15.89 and $19.31, so the close midpoint comparison should not be read as execution-level precision.

A close midpoint comparison is most useful when the realized stock move also matches the plan, but opening spread and IV still shape the result.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta0.38330.4986+0.1153
Gamma0.00810.0083+0.0002
Vega0.38990.4079+0.0180
Theta-0.2744-0.3168-0.0424
IV46.22%47.18%+0.96 pts
Review the captured assumptions

Scenario: $330.65 base stock price, +4.00% move, $343.88 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-11T19:59:59.571Z.

Comparison: mid at 2026-09-14T13:32:48.180Z. Owner reviewed the complete automated capture and approved it for publication.

Sep 14, 2026 · AVGO

AVGO's put finished 2% below the estimated option price

OptionsPeek estimated a $7.57 midpoint for the Oct. 16 $330 put under a 4% stock-decline scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $7.40 after AVGO had declined 3.70% from the base stock price and IV was 1.48 points higher.

AVGO 330P 2026-10-16
Estimated option price change$3.30
Observed option price change (mid)$3.14
2% below the estimated option price
Prior close$361.99
Premarket quote$345.89-4.45%
9:32 a.m. ET$348.58-3.70% from close
Planned move
-4.00%
Observed move at 9:32 a.m. ET
-3.70%
Estimated option price
$7.57
Observed option price
$7.40
Option price before
$4.27
Option price gap
2% below
What the comparison means

A slightly smaller stock decline and higher IV pulled in opposite directions

The observed option price was 2.19% below the estimate, a $0.17 midpoint difference. AVGO had declined 3.70% from the base stock price by 9:32 a.m. Eastern rather than the planned 4%, which restrained the put, while implied volatility was 1.48 points higher and supported it. The observed bid and ask were $7.15 and $7.65, so the estimate remained within the quoted spread and the midpoint comparison should not be read as execution-level precision.

When the realized decline nearly matches the plan, a modest IV increase can offset part of the missing stock move; quote spread still bounds the comparison.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta-0.1816-0.2841-0.1025
Gamma0.00640.0086+0.0022
Vega0.29460.3499+0.0553
Theta-0.1471-0.1976-0.0505
IV36.70%38.18%+1.48 pts
Review the captured assumptions

Scenario: $361.99 base stock price, -4.00% move, $347.51 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-11T19:59:59.826Z.

Comparison: mid at 2026-09-14T13:32:47.442Z. Owner reviewed the complete automated capture and approved it for publication.

Sep 9, 2026 · META

META's first fully automated capture finished 6% below the estimated option price

OptionsPeek estimated a $19.76 midpoint for the Oct. 9 $670 call under a 5% stock-gain scenario with IV held constant. At 9:32 a.m. Eastern, the midpoint was $18.52 after META had risen 4.18% from the base stock price and IV was 1.69 points higher.

META 670C 2026-10-09
Estimated option price change$9.79
Observed option price change (mid)$8.55
6% below the estimated option price
Prior close$613.48
Premarket quote$645.89+5.28%
9:32 a.m. ET$639.13+4.18% from close
Planned move
+5.00%
Observed move at 9:32 a.m. ET
+4.18%
Estimated option price
$19.76
Observed option price
$18.52
Option price before
$9.97
Option price gap
6% below
What the comparison means

The first fully automated capture kept the planning and outcome snapshots seven minutes apart

This was the first case captured end to end by the automated workflow: Qrythm identified the 5.28% premarket move at 9:25 a.m. Eastern, OptionsPeek froze the contract and estimate seconds later, and after-open actuals were recorded at 9:32. The observed option price was 6.32% below the estimate, a $1.25 midpoint difference. META had risen 4.18% from the base stock price rather than the planned 5%, which reduced the call value relative to the estimate; a 1.69-point IV increase supported the call and narrowed part of that gap. The 9:32 bid and ask were $16.69 and $20.34, so the midpoint should be read with that opening-spread context.

A shorter capture window reduces path drift, but the realized stock move and opening spread still matter when judging the option-price estimate.
Before-open inputsAfter-open snapshot · 9:32 a.m. ET
Delta0.25030.3763+0.1260
Gamma0.00450.0050+0.0005
Vega0.56660.6954+0.1288
Theta-0.3832-0.5018-0.1186
IV39.65%41.34%+1.69 pts
Review the captured assumptions

Scenario: $613.48 base stock price, +5.00% move, $644.15 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-08T19:59:59.861Z.

Comparison: mid at 2026-09-09T13:32:46.583Z. First fully automated capture; planning, aligned Greeks and IV, after-open evidence, and comparison reviewed and approved for publication.

Sep 8, 2026 · IONQ

IONQ's call exceeded the estimate as the stock gain and IV both rose

OptionsPeek estimated a $3.08 midpoint for the Oct. 16 $45 call under a 6% stock-gain scenario with IV held constant. At 9:35 a.m. Eastern, the midpoint was $4.32 after IONQ had risen 11.03% from the base stock price and IV was 8.14 points higher.

IONQ 45C 2026-10-16
Estimated option price change$0.95
Observed option price change (mid)$2.20
40% above the estimated option price
Prior close$39.52
Premarket quote$42.04+6.36%
9:35 a.m. ET$43.88+11.03% from close
Planned move
+6.00%
Observed move at 9:35 a.m. ET
+11.03%
Estimated option price
$3.08
Observed option price
$4.32
Option price before
$2.13
Option price gap
40% above
What the comparison means

The realized stock gain was nearly twice the planned move, while IV also increased

The observed option price was 40.38% above the estimate, a $1.24 midpoint difference. IONQ had risen 11.03% from the base stock price by 9:35 a.m. Eastern rather than the planned 6%, and implied volatility was 8.14 points above the hold-constant planning input. Delta increased from 0.3574 to 0.5252 as the call moved closer to the money; that higher observed sensitivity is context for the changed contract state, not a separate planning input.

When an upside move exceeds the plan, changing moneyness and higher IV can both lift a call beyond a hold-constant-IV estimate.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta0.35740.5252+0.1678
Gamma0.03730.0338-0.0035
Vega0.04990.0565+0.0066
Theta-0.0463-0.0637-0.0174
IV74.84%82.98%+8.14 pts
Review the captured assumptions

Scenario: $39.52 base stock price, +6.00% move, $41.89 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-04T19:59:59.524Z.

Comparison: mid at 2026-09-08T13:35:20.537Z. Planning, aligned Greeks and IV, and after-open evidence reviewed and approved for publication preparation.

Sep 8, 2026 · QBTS

QBTS's call exceeded the estimate after the stock gain doubled

OptionsPeek estimated a $1.47 midpoint for the Oct. 16 $18 call under a 5% stock-gain scenario with IV held constant. At 9:35 a.m. Eastern, the midpoint was $1.97 after QBTS had risen 10.28% from the base stock price and IV was 4.99 points higher.

QBTS 18C 2026-10-16
Estimated option price change$0.38
Observed option price change (mid)$0.89
34% above the estimated option price
Prior close$16.58
Premarket quote$17.49+5.46%
9:35 a.m. ET$18.29+10.28% from close
Planned move
+5.00%
Observed move at 9:35 a.m. ET
+10.28%
Estimated option price
$1.47
Observed option price
$1.97
Option price before
$1.09
Option price gap
34% above
What the comparison means

A larger stock gain and higher IV both favored the call

The observed option price was 34.14% above the estimate, a $0.50 midpoint difference. QBTS had risen 10.28% from the base stock price by 9:35 a.m. Eastern rather than the planned 5%, while implied volatility was 4.99 points above the hold-constant planning input. Delta increased from 0.4224 to 0.5810 as the call moved through the strike; that higher observed sensitivity describes the after-open contract state rather than an additional estimate adjustment.

The hold-constant-IV estimate is a baseline: a larger realized stock move and an IV increase can make the observed call price materially higher.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta0.42240.5810+0.1586
Gamma0.09720.0863-0.0109
Vega0.02200.0231+0.0011
Theta-0.0197-0.0242-0.0045
IV71.71%76.70%+4.99 pts
Review the captured assumptions

Scenario: $16.58 base stock price, +5.00% move, $17.41 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-04T19:59:59.903Z.

Comparison: mid at 2026-09-08T13:35:20.204Z. Planning, aligned Greeks and IV, and after-open evidence reviewed and approved for publication preparation.

Sep 4, 2026 · PATH

PATH's put midpoint finished 2% below the estimated option price

OptionsPeek estimated a $2.03 midpoint for the Oct. 16 $17 put under a 10% stock-decline scenario with IV held constant. At 9:35 a.m. Eastern, the midpoint was $1.99 after PATH had declined 13.80% from the base stock price while IV had fallen 18.73 points.

PATH 17P 2026-10-16
Estimated option price change$0.76
Observed option price change (mid)$0.73
2% below the estimated option price
Prior close$18.22
Premarket quote$16.36-10.21%
9:35 a.m. ET$15.71-13.80% from close
Planned move
-10.00%
Observed move at 9:35 a.m. ET
-13.80%
Estimated option price
$2.03
Observed option price
$1.99
Option price before
$1.27
Option price gap
2% below
What the comparison means

A larger stock drop and lower IV pulled in opposite directions

The observed option price was 1.90% below the model-repriced estimate, a $0.04 midpoint difference. PATH had declined 13.80% from the base stock price by 9:35 a.m. Eastern—farther than the planned 10%—which favored the put, while implied volatility had fallen 18.73 points, which restrained its price. The planning bid and ask were $1.08 and $1.45, and the indicative 9:35 bid and ask were $1.77 and $2.21, so the close midpoint match should not be read as execution-level precision.

A close midpoint match can result from offsetting forces; the stock move, IV change, pricing method, and both quoted spreads still matter.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta-0.3394-0.6098-0.2704
Gamma0.07600.1232+0.0472
Vega0.02290.0204-0.0025
Theta-0.0198-0.0130+0.0068
IV77.17%58.44%-18.73 pts
Review the captured assumptions

Scenario: $18.22 base stock price, -10.00% move, $16.40 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-03T19:59:59.965Z.

Comparison: mid at 2026-09-04T13:35:20.456Z. Planning, model-repriced estimate, and 9:35 a.m. evidence reviewed and approved for publication preparation.

Sep 4, 2026 · MRNA

MRNA reversed its premarket gain before the 9:35 snapshot

OptionsPeek estimated a $14.15 midpoint for the Oct. 16 $160 call under a 4% stock-gain scenario with IV held constant. By 9:35 a.m. Eastern, MRNA was down 1.07% from the base stock price and the call midpoint was $11.14, nearly unchanged from its $11.30 planning price.

MRNA 160C 2026-10-16
Estimated option price change$2.86
Observed option price change (mid)-$0.16
21% below the estimated option price
Prior close$148.87
Premarket quote$155.55+4.49%
9:35 a.m. ET$147.27-1.07% from close
Planned move
+4.00%
Observed move at 9:35 a.m. ET
-1.07%
Estimated option price
$14.15
Observed option price
$11.14
Option price before
$11.30
Option price gap
21% below
What the comparison means

The stock path reversed the scenario direction

The observed option price was 21.28% below the estimate, a $3.01 midpoint difference, because MRNA had moved from a 4.49% premarket gain to a 1.07% decline from the base stock price by 9:35 a.m. Eastern. A 3.68-point increase in implied volatility helped cushion the call, but it could not replace the missing stock gain. The indicative 9:35 bid and ask were $9.82 and $12.46, so the $11.14 midpoint should be read with that wide-spread context.

A premarket move defines the planning scenario; the stock path and option spread at the observation time determine what the comparison actually shows.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta0.44930.4384-0.0109
Gamma0.01020.0099-0.0003
Vega0.20180.1970-0.0048
Theta-0.1865-0.1920-0.0055
IV75.84%79.52%+3.68 pts
Review the captured assumptions

Scenario: $148.87 base stock price, +4.00% move, $154.82 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-03T19:59:59.294Z.

Comparison: mid at 2026-09-04T13:35:20.367Z. Planning, Greeks, IV, and 9:35 a.m. evidence reviewed and approved for publication preparation.

Sep 4, 2026 · HOOD

HOOD's put rose, but a smaller stock drop and lower IV left it below the estimate

OptionsPeek estimated a $7.89 midpoint for the Oct. 16 $115 put under a 4% stock-decline scenario with IV held constant. At 9:35 a.m. Eastern, the midpoint was $7.11 after HOOD had declined 3.39% from the base stock price and IV was 2.95 points lower.

HOOD 115P 2026-10-16
Estimated option price change$1.70
Observed option price change (mid)$0.92
10% below the estimated option price
Prior close$124.72
Premarket quote$119.55-4.15%
9:35 a.m. ET$120.50-3.39% from close
Planned move
-4.00%
Observed move at 9:35 a.m. ET
-3.39%
Estimated option price
$7.89
Observed option price
$7.11
Option price before
$6.19
Option price gap
10% below
What the comparison means

The stock decline and IV both finished below the planning assumptions

The observed option price was 9.92% below the estimate, a $0.78 midpoint difference. HOOD had declined 3.39% from the base stock price by 9:35 a.m. Eastern rather than the planned 4%, while implied volatility was 2.95 points below the hold-constant planning input. Both differences reduced the put premium relative to the estimate.

When the stock moves in the planned direction but not as far, a simultaneous IV decline can widen the option-price gap.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta-0.3085-0.3638-0.0553
Gamma0.01270.0148+0.0021
Vega0.15040.1535+0.0031
Theta-0.1089-0.1078+0.0011
IV64.80%61.85%-2.95 pts
Review the captured assumptions

Scenario: $124.72 base stock price, -4.00% move, $119.73 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint with OptionsPeek-aligned estimated Greeks and IV, timestamped 2026-09-03T19:59:59.301Z.

Comparison: mid at 2026-09-04T13:35:19.938Z. Planning and 9:35 a.m. evidence reviewed and approved for publication preparation.

Aug 21, 2026 · HOOD

HOOD's call midpoint reached the estimate through a different path

OptionsPeek estimated a $7.92 midpoint for the Oct. 16 $105 call under a 5% stock-move scenario with IV held constant. At 9:35 a.m. Eastern, the midpoint was $8.24 even though HOOD had moved only 0.36% from the base stock price, while IV had risen 17.58 points.

HOOD 105C 2026-10-16
Estimated option price change$2.49
Observed option price change (mid)$2.81
4% above the estimated option price
Prior close$95.10
Premarket quote$100.03+5.18%
9:35 a.m. ET$100.44+5.62% from close
Planned move
+5.00%
Observed move at 9:35 a.m. ET
+0.36%
Estimated option price
$7.92
Observed option price
$8.24
Option price before
$5.43
Option price gap
4% above
What the comparison means

A close price result did not mean the assumptions matched

The observed option price was 4.00% above the estimate, a $0.32 midpoint difference. But HOOD did not complete the planned 5% move from the base stock price by 9:35 a.m. Eastern. The 17.58-point increase in implied volatility helped lift the option premium despite the smaller stock move.

Estimate accuracy should be judged with the stock path, implied volatility, timing, and quote basis—not the ending option price alone.
Before-open inputsAfter-open snapshot · 9:35 a.m. ET
Delta0.44360.4851+0.0415
Gamma0.02180.0159-0.0059
Vega0.15490.1565+0.0016
Theta-0.0679-0.0933-0.0254
IV46.29%63.87%+17.58 pts
Review the captured assumptions

Scenario: $100.08 base stock price, +5.00% move, $105.08 target, with IV set to hold constant.

Planning data: Prior-session indicative option midpoint and Greeks, timestamped 2026-08-20T19:59:59.678Z.

Comparison: mid at 2026-08-21T13:35:19.987Z. Planning and 9:35 a.m. evidence reviewed and approved as a high-quality observation.

A repeatable case-study method

One workflow, captured the same way every time.

OptionsPeek remains the estimator. Candidate monitoring belongs upstream in Qrythm.

Find the moveQrythm flags an after-hours or premarket candidate.
Choose the contractRecord the exact option selected for the hypothetical observation.
Freeze inputsTimestamp price, Greeks, IV, and the planned stock move.
Observe the sessionCapture the exact contract's labeled after-open option price and updated Greeks.
Review and publishExplain the gap, verify sources, then approve the case.