id stringlengths 8 8 | task stringclasses 9
values | symbol stringclasses 7
values | snapshot_date stringdate 2026-04-08 00:00:00 2026-06-10 00:00:00 | scoring_tier stringclasses 2
values | prompt stringlengths 153 444 | ground_truth stringlengths 16 28 | ground_truth_type stringclasses 4
values | metadata stringlengths 15 113 | design_version stringclasses 1
value | emh_aligned bool 1
class |
|---|---|---|---|---|---|---|---|---|---|---|
fin-0001 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 200.0, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481.
Without using the option premium, estimate im... | {"iv_percent":46.08} | iv_percent | {"strike":200.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0002 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 200.0, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481. Bid $5.8, ask $5.85, mid $5.82.
Given spot, s... | {"iv_percent":46.08} | iv_percent | {"strike":200.0,"expiration":"2026-06-18","mid_price":5.82,"option_type":"call","dte":8,"snapshot_spot":198.5} | 2.0 | true |
fin-0003 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 200.0, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481.
Estimate option delta (-1 to 1). Reply with a... | {"delta":0.5309} | delta | {"strike":200.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0004 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 210.0, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946.
Without using the option premium, estimate im... | {"iv_percent":45.45} | iv_percent | {"strike":210.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0005 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 210.0, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946. Bid $1.98, ask $2.0, mid $1.99.
Given spot, s... | {"iv_percent":45.45} | iv_percent | {"strike":210.0,"expiration":"2026-06-18","mid_price":1.99,"option_type":"call","dte":8,"snapshot_spot":198.5} | 2.0 | true |
fin-0006 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 210.0, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946.
Estimate option delta (-1 to 1). Reply with a... | {"delta":0.2563} | delta | {"strike":210.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0007 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 230.0, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988.
Without using the option premium, estimate imp... | {"iv_percent":50.97} | iv_percent | {"strike":230.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0008 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 230.0, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988. Bid $0.21, ask $0.22, mid $0.21.
Given spot, s... | {"iv_percent":50.97} | iv_percent | {"strike":230.0,"expiration":"2026-06-18","mid_price":0.21,"option_type":"call","dte":8,"snapshot_spot":198.5} | 2.0 | true |
fin-0009 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 230.0, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988.
Estimate option delta (-1 to 1). Reply with a ... | {"delta":0.0359} | delta | {"strike":230.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0010 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 215.0, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230.
Without using the option premium, estimate im... | {"iv_percent":55.54} | iv_percent | {"strike":215.0,"expiration":"2026-06-12","option_type":"call","dte":2} | 2.0 | true |
fin-0011 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 215.0, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230. Bid $0.14, ask $0.15, mid $0.15.
Given spot, ... | {"iv_percent":55.54} | iv_percent | {"strike":215.0,"expiration":"2026-06-12","mid_price":0.15,"option_type":"call","dte":2,"snapshot_spot":198.5} | 2.0 | true |
fin-0012 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 215.0, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230.
Estimate option delta (-1 to 1). Reply with a... | {"delta":0.0452} | delta | {"strike":215.0,"expiration":"2026-06-12","option_type":"call","dte":2} | 2.0 | true |
fin-0013 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 220.0, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705.
Without using the option premium, estimate im... | {"iv_percent":46.34} | iv_percent | {"strike":220.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0014 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 220.0, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705. Bid $0.56, ask $0.59, mid $0.57.
Given spot, ... | {"iv_percent":46.34} | iv_percent | {"strike":220.0,"expiration":"2026-06-18","mid_price":0.57,"option_type":"call","dte":8,"snapshot_spot":198.5} | 2.0 | true |
fin-0015 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: CALL strike 220.0, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705.
Estimate option delta (-1 to 1). Reply with a... | {"delta":0.0926} | delta | {"strike":220.0,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0016 | implied_volatility_prior | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: PUT strike 200.0, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077.
Without using the option premium, estimate imp... | {"iv_percent":46.08} | iv_percent | {"strike":200.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0017 | implied_volatility_inversion | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: PUT strike 200.0, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077. Bid $5.15, ask $5.25, mid $5.2.
Given spot, st... | {"iv_percent":46.08} | iv_percent | {"strike":200.0,"expiration":"2026-06-18","mid_price":5.2,"option_type":"put","dte":8,"snapshot_spot":198.5} | 2.0 | true |
fin-0018 | delta | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot is $198.50. Contract: PUT strike 200.0, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077.
Estimate option delta (-1 to 1). Reply with a ... | {"delta":-0.4691} | delta | {"strike":200.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0019 | relative_iv | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot $198.50.
A) CALL 130.0 exp 2026-06-12
B) CALL 135.0 exp 2026-06-12
Which has higher IV? Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"expiration":"2026-06-12"} | 2.0 | true |
fin-0020 | relative_iv | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot $198.50.
A) CALL 135.0 exp 2026-06-12
B) CALL 140.0 exp 2026-06-12
Which has higher IV? Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"expiration":"2026-06-12"} | 2.0 | true |
fin-0021 | term_structure_mcq | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot $198.50. Near-term ATM IV ≈ 54.9%; longer-dated ATM IV ≈ 40.6%.
Term structure shape?
A) Backwardation
B) Contango
C) Flat
Reply A, B, or C only. | {"answer":"A","n_choices":3} | answer | {"near_iv":0.54948,"far_iv":0.40552} | 2.0 | true |
fin-0022 | put_call_parity | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot $198.50.
CALL delta 0.9032, PUT delta -0.0153 (same strike 152.0, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"delta_spread":0.9184,"strike":152.0,"expiration":"2026-06-18"} | 2.0 | true |
fin-0023 | put_call_parity | NVDA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, NVDA spot $198.50.
CALL delta 0.5309, PUT delta -0.4691 (same strike 200.0, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"delta_spread":1.0,"strike":200.0,"expiration":"2026-06-18"} | 2.0 | true |
fin-0024 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 650.0, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768.
Without using the option premium, estimate impli... | {"iv_percent":40.41} | iv_percent | {"strike":650.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0025 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 650.0, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768. Bid $0.56, ask $0.58, mid $0.57.
Given spot, str... | {"iv_percent":40.41} | iv_percent | {"strike":650.0,"expiration":"2026-06-18","mid_price":0.57,"option_type":"put","dte":8,"snapshot_spot":735.0} | 2.0 | true |
fin-0026 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 650.0, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768.
Estimate option delta (-1 to 1). Reply with a si... | {"delta":-0.0322} | delta | {"strike":650.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0027 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 715.0, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726.
Without using the option premium, estimate impli... | {"iv_percent":24.22} | iv_percent | {"strike":715.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0028 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 715.0, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726. Bid $6.3, ask $6.37, mid $6.33.
Given spot, stri... | {"iv_percent":24.22} | iv_percent | {"strike":715.0,"expiration":"2026-06-18","mid_price":6.33,"option_type":"put","dte":8,"snapshot_spot":735.0} | 2.0 | true |
fin-0029 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 715.0, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726.
Estimate option delta (-1 to 1). Reply with a si... | {"delta":-0.3364} | delta | {"strike":715.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0030 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454.
Without using the option premium, estimate impl... | {"iv_percent":26.87} | iv_percent | {"strike":700.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0031 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454. Bid $3.06, ask $3.1, mid $3.08.
Given spot, str... | {"iv_percent":26.87} | iv_percent | {"strike":700.0,"expiration":"2026-06-18","mid_price":3.08,"option_type":"put","dte":8,"snapshot_spot":735.0} | 2.0 | true |
fin-0032 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454.
Estimate option delta (-1 to 1). Reply with a s... | {"delta":-0.1837} | delta | {"strike":700.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0033 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690.
Without using the option premium, estimate imp... | {"iv_percent":21.72} | iv_percent | {"strike":700.0,"expiration":"2026-06-30","option_type":"put","dte":20} | 2.0 | true |
fin-0034 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690. Bid $5.58, ask $5.64, mid $5.61.
Given spot, s... | {"iv_percent":21.72} | iv_percent | {"strike":700.0,"expiration":"2026-06-30","mid_price":5.61,"option_type":"put","dte":20,"snapshot_spot":735.0} | 2.0 | true |
fin-0035 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 700.0, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690.
Estimate option delta (-1 to 1). Reply with a ... | {"delta":-0.2352} | delta | {"strike":700.0,"expiration":"2026-06-30","option_type":"put","dte":20} | 2.0 | true |
fin-0036 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 720.0, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871.
Without using the option premium, estimate impl... | {"iv_percent":23.37} | iv_percent | {"strike":720.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0037 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 720.0, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871. Bid $7.97, ask $8.04, mid $8.0.
Given spot, str... | {"iv_percent":23.37} | iv_percent | {"strike":720.0,"expiration":"2026-06-18","mid_price":8.0,"option_type":"put","dte":8,"snapshot_spot":735.0} | 2.0 | true |
fin-0038 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 720.0, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871.
Estimate option delta (-1 to 1). Reply with a s... | {"delta":-0.4035} | delta | {"strike":720.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0039 | implied_volatility_prior | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 730.0, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670.
Without using the option premium, estimate impl... | {"iv_percent":22.66} | iv_percent | {"strike":730.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0040 | implied_volatility_inversion | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 730.0, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670. Bid $12.23, ask $12.69, mid $12.46.
Given spot,... | {"iv_percent":22.66} | iv_percent | {"strike":730.0,"expiration":"2026-06-18","mid_price":12.46,"option_type":"put","dte":8,"snapshot_spot":735.0} | 2.0 | true |
fin-0041 | delta | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot is $735.00. Contract: PUT strike 730.0, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670.
Estimate option delta (-1 to 1). Reply with a s... | {"delta":-0.5519} | delta | {"strike":730.0,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0042 | relative_iv | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot $735.00.
A) CALL 725.0 exp 2026-06-15
B) CALL 726.0 exp 2026-06-15
Which has higher IV? Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"expiration":"2026-06-15"} | 2.0 | true |
fin-0043 | relative_iv | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot $735.00.
A) CALL 685.0 exp 2026-06-16
B) CALL 690.0 exp 2026-06-16
Which has higher IV? Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"expiration":"2026-06-16"} | 2.0 | true |
fin-0044 | term_structure_mcq | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot $735.00. Near-term ATM IV ≈ 25.0%; longer-dated ATM IV ≈ 18.4%.
Term structure shape?
A) Backwardation
B) Contango
C) Flat
Reply A, B, or C only. | {"answer":"A","n_choices":3} | answer | {"near_iv":0.24984,"far_iv":0.184} | 2.0 | true |
fin-0045 | put_call_parity | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot $735.00.
CALL delta 0.1142, PUT delta -0.8048 (same strike 750.0, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"delta_spread":0.9191,"strike":750.0,"expiration":"2026-06-18"} | 2.0 | true |
fin-0046 | put_call_parity | SPY | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, SPY spot $735.00.
CALL delta 0.2573, PUT delta -0.7005 (same strike 740.0, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"delta_spread":0.9578,"strike":740.0,"expiration":"2026-06-18"} | 2.0 | true |
fin-0047 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 287.15, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481.
Without using the option premium, estimate i... | {"iv_percent":46.08} | iv_percent | {"strike":287.15,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0048 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 287.15, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481. Bid $8.3275, ask $8.3992, mid $8.3562.
Given... | {"iv_percent":46.08} | iv_percent | {"strike":287.15,"expiration":"2026-06-18","mid_price":8.3562,"option_type":"call","dte":8,"snapshot_spot":285.0} | 2.0 | true |
fin-0049 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 287.15, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481.
Estimate option delta (-1 to 1). Reply with ... | {"delta":0.5309} | delta | {"strike":287.15,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0050 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 287.15, expiration 2026-06-18 (8 DTE). Volume 8814, open interest 102481.
Probability this option finishes in-the-mone... | {"prob_itm":1.0} | prob_itm | {"resolution_spot":291.2,"strike":287.15,"expiration":"2026-06-18","option_type":"call"} | 2.0 | true |
fin-0051 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 301.51, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946.
Without using the option premium, estimate i... | {"iv_percent":45.45} | iv_percent | {"strike":301.51,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0052 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 301.51, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946. Bid $2.8428, ask $2.8715, mid $2.8572.
Given... | {"iv_percent":45.45} | iv_percent | {"strike":301.51,"expiration":"2026-06-18","mid_price":2.8572,"option_type":"call","dte":8,"snapshot_spot":285.0} | 2.0 | true |
fin-0053 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 301.51, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946.
Estimate option delta (-1 to 1). Reply with ... | {"delta":0.2563} | delta | {"strike":301.51,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0054 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 301.51, expiration 2026-06-18 (8 DTE). Volume 15067, open interest 78946.
Probability this option finishes in-the-mone... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":291.2,"strike":301.51,"expiration":"2026-06-18","option_type":"call"} | 2.0 | true |
fin-0055 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 330.23, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988.
Without using the option premium, estimate im... | {"iv_percent":50.97} | iv_percent | {"strike":330.23,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0056 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 330.23, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988. Bid $0.3015, ask $0.3159, mid $0.3015.
Given ... | {"iv_percent":50.97} | iv_percent | {"strike":330.23,"expiration":"2026-06-18","mid_price":0.3015,"option_type":"call","dte":8,"snapshot_spot":285.0} | 2.0 | true |
fin-0057 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 330.23, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988.
Estimate option delta (-1 to 1). Reply with a... | {"delta":0.0359} | delta | {"strike":330.23,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0058 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 330.23, expiration 2026-06-18 (8 DTE). Volume 3687, open interest 78988.
Probability this option finishes in-the-money... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":291.2,"strike":330.23,"expiration":"2026-06-18","option_type":"call"} | 2.0 | true |
fin-0059 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 308.69, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230.
Without using the option premium, estimate i... | {"iv_percent":55.54} | iv_percent | {"strike":308.69,"expiration":"2026-06-12","option_type":"call","dte":2} | 2.0 | true |
fin-0060 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 308.69, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230. Bid $0.201, ask $0.2154, mid $0.2154.
Given ... | {"iv_percent":55.54} | iv_percent | {"strike":308.69,"expiration":"2026-06-12","mid_price":0.2154,"option_type":"call","dte":2,"snapshot_spot":285.0} | 2.0 | true |
fin-0061 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 308.69, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230.
Estimate option delta (-1 to 1). Reply with ... | {"delta":0.0452} | delta | {"strike":308.69,"expiration":"2026-06-12","option_type":"call","dte":2} | 2.0 | true |
fin-0062 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 308.69, expiration 2026-06-12 (2 DTE). Volume 50126, open interest 55230.
Probability this option finishes in-the-mone... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":291.2,"strike":308.69,"expiration":"2026-06-12","option_type":"call"} | 2.0 | true |
fin-0063 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 315.87, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705.
Without using the option premium, estimate i... | {"iv_percent":46.34} | iv_percent | {"strike":315.87,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0064 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 315.87, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705. Bid $0.804, ask $0.8471, mid $0.8184.
Given ... | {"iv_percent":46.34} | iv_percent | {"strike":315.87,"expiration":"2026-06-18","mid_price":0.8184,"option_type":"call","dte":8,"snapshot_spot":285.0} | 2.0 | true |
fin-0065 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 315.87, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705.
Estimate option delta (-1 to 1). Reply with ... | {"delta":0.0926} | delta | {"strike":315.87,"expiration":"2026-06-18","option_type":"call","dte":8} | 2.0 | true |
fin-0066 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: CALL strike 315.87, expiration 2026-06-18 (8 DTE). Volume 13093, open interest 71705.
Probability this option finishes in-the-mone... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":291.2,"strike":315.87,"expiration":"2026-06-18","option_type":"call"} | 2.0 | true |
fin-0067 | implied_volatility_prior | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: PUT strike 287.15, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077.
Without using the option premium, estimate im... | {"iv_percent":46.08} | iv_percent | {"strike":287.15,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0068 | implied_volatility_inversion | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: PUT strike 287.15, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077. Bid $7.3942, ask $7.5378, mid $7.466.
Given s... | {"iv_percent":46.08} | iv_percent | {"strike":287.15,"expiration":"2026-06-18","mid_price":7.466,"option_type":"put","dte":8,"snapshot_spot":285.0} | 2.0 | true |
fin-0069 | delta | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: PUT strike 287.15, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077.
Estimate option delta (-1 to 1). Reply with a... | {"delta":-0.4691} | delta | {"strike":287.15,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0070 | prob_itm_brier | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot is $285.00. Contract: PUT strike 287.15, expiration 2026-06-18 (8 DTE). Volume 14006, open interest 64077.
Probability this option finishes in-the-money... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":291.2,"strike":287.15,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0071 | relative_iv | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot $285.00.
A) CALL 186.65 exp 2026-06-12
B) CALL 193.83 exp 2026-06-12
Which has higher IV? Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"expiration":"2026-06-12"} | 2.0 | true |
fin-0072 | relative_iv | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot $285.00.
A) CALL 193.83 exp 2026-06-12
B) CALL 201.01 exp 2026-06-12
Which has higher IV? Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"expiration":"2026-06-12"} | 2.0 | true |
fin-0073 | term_structure_mcq | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot $285.00. Near-term ATM IV ≈ 54.9%; longer-dated ATM IV ≈ 40.6%.
Term structure shape?
A) Backwardation
B) Contango
C) Flat
Reply A, B, or C only. | {"answer":"A","n_choices":3} | answer | {"near_iv":0.54948,"far_iv":0.40552} | 2.0 | true |
fin-0074 | put_call_parity | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot $285.00.
CALL delta 0.9032, PUT delta -0.0153 (same strike 218.24, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"delta_spread":0.9184,"strike":218.24,"expiration":"2026-06-18"} | 2.0 | true |
fin-0075 | put_call_parity | TSLA | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, TSLA spot $285.00.
CALL delta 0.5309, PUT delta -0.4691 (same strike 287.15, exp 2026-06-18).
A) Consistent with parity
B) Violates parity
Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"delta_spread":1.0,"strike":287.15,"expiration":"2026-06-18"} | 2.0 | true |
fin-0076 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 175.1, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768.
Without using the option premium, estimate impl... | {"iv_percent":40.41} | iv_percent | {"strike":175.1,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0077 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 175.1, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768. Bid $0.1509, ask $0.1562, mid $0.1536.
Given sp... | {"iv_percent":40.41} | iv_percent | {"strike":175.1,"expiration":"2026-06-18","mid_price":0.1536,"option_type":"put","dte":8,"snapshot_spot":198.0} | 2.0 | true |
fin-0078 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 175.1, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768.
Estimate option delta (-1 to 1). Reply with a s... | {"delta":-0.0322} | delta | {"strike":175.1,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0079 | prob_itm_brier | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 175.1, expiration 2026-06-18 (8 DTE). Volume 8836, open interest 75768.
Probability this option finishes in-the-money a... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":201.5,"strike":175.1,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0080 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 192.61, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726.
Without using the option premium, estimate imp... | {"iv_percent":24.22} | iv_percent | {"strike":192.61,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0081 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 192.61, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726. Bid $1.6971, ask $1.716, mid $1.7052.
Given sp... | {"iv_percent":24.22} | iv_percent | {"strike":192.61,"expiration":"2026-06-18","mid_price":1.7052,"option_type":"put","dte":8,"snapshot_spot":198.0} | 2.0 | true |
fin-0082 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 192.61, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726.
Estimate option delta (-1 to 1). Reply with a ... | {"delta":-0.3364} | delta | {"strike":192.61,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0083 | prob_itm_brier | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 192.61, expiration 2026-06-18 (8 DTE). Volume 6348, open interest 73726.
Probability this option finishes in-the-money ... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":201.5,"strike":192.61,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0084 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454.
Without using the option premium, estimate im... | {"iv_percent":26.87} | iv_percent | {"strike":188.57,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0085 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454. Bid $0.8243, ask $0.8351, mid $0.8297.
Given ... | {"iv_percent":26.87} | iv_percent | {"strike":188.57,"expiration":"2026-06-18","mid_price":0.8297,"option_type":"put","dte":8,"snapshot_spot":198.0} | 2.0 | true |
fin-0086 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454.
Estimate option delta (-1 to 1). Reply with a... | {"delta":-0.1837} | delta | {"strike":188.57,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0087 | prob_itm_brier | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-18 (8 DTE). Volume 15592, open interest 67454.
Probability this option finishes in-the-money... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":201.5,"strike":188.57,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0088 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690.
Without using the option premium, estimate i... | {"iv_percent":21.72} | iv_percent | {"strike":188.57,"expiration":"2026-06-30","option_type":"put","dte":20} | 2.0 | true |
fin-0089 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690. Bid $1.5032, ask $1.5193, mid $1.5113.
Given... | {"iv_percent":21.72} | iv_percent | {"strike":188.57,"expiration":"2026-06-30","mid_price":1.5113,"option_type":"put","dte":20,"snapshot_spot":198.0} | 2.0 | true |
fin-0090 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 188.57, expiration 2026-06-30 (20 DTE). Volume 23163, open interest 51690.
Estimate option delta (-1 to 1). Reply with ... | {"delta":-0.2352} | delta | {"strike":188.57,"expiration":"2026-06-30","option_type":"put","dte":20} | 2.0 | true |
fin-0091 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 193.96, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871.
Without using the option premium, estimate im... | {"iv_percent":23.37} | iv_percent | {"strike":193.96,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0092 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 193.96, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871. Bid $2.147, ask $2.1659, mid $2.1551.
Given s... | {"iv_percent":23.37} | iv_percent | {"strike":193.96,"expiration":"2026-06-18","mid_price":2.1551,"option_type":"put","dte":8,"snapshot_spot":198.0} | 2.0 | true |
fin-0093 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 193.96, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871.
Estimate option delta (-1 to 1). Reply with a... | {"delta":-0.4035} | delta | {"strike":193.96,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0094 | prob_itm_brier | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 193.96, expiration 2026-06-18 (8 DTE). Volume 10502, open interest 55871.
Probability this option finishes in-the-money... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":201.5,"strike":193.96,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0095 | implied_volatility_prior | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 196.65, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670.
Without using the option premium, estimate im... | {"iv_percent":22.66} | iv_percent | {"strike":196.65,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0096 | implied_volatility_inversion | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 196.65, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670. Bid $3.2946, ask $3.4185, mid $3.3566.
Given ... | {"iv_percent":22.66} | iv_percent | {"strike":196.65,"expiration":"2026-06-18","mid_price":3.3566,"option_type":"put","dte":8,"snapshot_spot":198.0} | 2.0 | true |
fin-0097 | delta | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 196.65, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670.
Estimate option delta (-1 to 1). Reply with a... | {"delta":-0.5519} | delta | {"strike":196.65,"expiration":"2026-06-18","option_type":"put","dte":8} | 2.0 | true |
fin-0098 | prob_itm_brier | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot is $198.00. Contract: PUT strike 196.65, expiration 2026-06-18 (8 DTE). Volume 23666, open interest 47670.
Probability this option finishes in-the-money... | {"prob_itm":0.0} | prob_itm | {"resolution_spot":201.5,"strike":196.65,"expiration":"2026-06-18","option_type":"put"} | 2.0 | true |
fin-0099 | relative_iv | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot $198.00.
A) CALL 195.31 exp 2026-06-15
B) CALL 195.58 exp 2026-06-15
Which has higher IV? Reply A or B only. | {"answer":"B","n_choices":2} | answer | {"expiration":"2026-06-15"} | 2.0 | true |
fin-0100 | relative_iv | AAPL | 2026-06-10 | core | This item tests options reasoning from stated facts, not short-horizon stock forecasting. Do not extrapolate from training-memory prices.
As of 2026-06-10, AAPL spot $198.00.
A) CALL 184.53 exp 2026-06-16
B) CALL 185.88 exp 2026-06-16
Which has higher IV? Reply A or B only. | {"answer":"A","n_choices":2} | answer | {"expiration":"2026-06-16"} | 2.0 | true |
End of preview. Expand in Data Studio
Can a frontier LLM read a real option chain? We paste live chains from Helium into twelve models and grade the math: 300 questions, six stocks, no “NVDA goes up” trivia. grok-4.20-reasoning leads at 48%. No model has cracked 50%.
Share of chain questions answered correctly.
Green = strong · red = weak. Columns: guess vol (hidden price), guess vol (with bid/ask), delta, relative IV, arbitrage.
Same vol question twice: premium hidden vs shown. Right = uses the price; left = more data made it worse.
NVIDIA minus SPY on the same question types. Big positive = only good on the famous ticker.
Best skill minus worst. Short = balanced; tall = lopsided.
What each skill means
| Skill | Question |
|---|---|
| Guess vol (no price) | Infer IV from strike, spot, days; premium hidden |
| Guess vol (with price) | Same, but bid/ask shown |
| Price sensitivity | Delta: dollar move per $1 stock move |
| Rich vs avg strike | Is this strike's IV high vs neighbors? |
| Arbitrage check | Spot put–call parity violation |
Methodology & citation
- Chains: NVDA, SPY, TSLA, AAPL, QQQ, AMZN · calm / normal / volatile sessions
- Holdout labels private · baselines: Black–Scholes oracle, IV-prior, random MCQ
- METHODOLOGY.md
from datasets import load_dataset
ds = load_dataset("HeliumTrades/helium-market-resolution-benchmark", split="test")
@dataset{helium_market_resolution_2026,
title={Helium Market Resolution Benchmark v2},
author={Helium Trades}, year={2026}, version={2.0}}
Same twelve models: Model Worldview Benchmark
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