Notes

A data scan retrieved information on September 11 at 08:04 UTC. The scan looked at rows of data for OCC, close, and date, and found that the closing prices were not executable asks, which are prices at which someone is willing to sell. The scan checked expiries from September 21 to October 16, except for BB, which was narrowed to October 2-16, and K7-8.5 after the first query pagination, which is a way of breaking up data into smaller chunks. HOFT was also checked from September 25 to October 16. There was no pagination in these final queries. The fact that TLX was empty in the queried window does not mean that there was no global listing. The scan found the following data: a list of BB tickers with their corresponding prices and dates, including BB261002C00007500 at 0.6 on 2026-09-10, BB261002C00008000 at 0.4 on 2026-09-10, BB261002C00008500 at 0.26 on 2026-09-10, BB261002P00007000 at 0.32 on 2026-09-10, BB261002P00007500 at 0.52 on 2026-09-10, BB261009C00008000 at 0.43 on 2026-09-10, BB261009C00008500 at 0.31 on 2026-09-10, BB261009P00007000 at 0.35 on 2026-09-10, BB261009P00007500 at 0.57 on 2026-09-10, BB261016C00008000 at 0.51 on 2026-09-10, and BB261016P00007000 at 0.43 on 2026-09-10. option_contracts venue catalog; https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954

A news scan found the headline related to TLX on September 11, 2026, at 08:04 UTC. The closest source issuer, which is the interested origin, covers an upcoming event. On April 10, the issuer stated a PDUFA goal date of September 11, 2026. As of September 11 at 08:00 UTC, the issuer's news page and search found no original decision, which is a finding from the access and search, but it is not proof that a decision is still pending. The resubmission and manufacturing or commercial terms are important factors that matter. https://telixpharma.com/news-views/fda-accepts-nda-for-tlx101-px-pixclara/

A news scan found the headline related to HOFT on September 11, 2026, at approximately 08:04 UTC. The closest source is an issuer that is interested in the origin, which is covering an upcoming event. On August 27, the issuer stated that an event would occur on September 11, 2026, at 9:00 AM Eastern Time, which is an earnings presentation or call, but the exact minute of the first release is unverified. This event is for the period of May 4 to August 2, which is the second quarter of the fiscal year 2027. https://investors.hookerfurnishings.com/news-releases/news-release-details/hooker-furnishings-host-second-quarter-earnings-call-september-3

A news scan found the headline related to an event on September 11, 2026. The information was retrieved on September 11, 2026, at approximately 08:04 UTC. The closest source to the event stated that it would occur at 8:00 a.m. ET on Friday, September 11, 2026. This time refers to when the event will be called, but the release of information may happen before then. There will be no overnight option entry before the event. https://www.thekrogerco.com/ir-feed-item/kroger-announces-second-quarter-conference-call-with-investors/

A news scan found the headline related to HAIN on September 11, 2026, at approximately 08:04 UTC. The closest source issuer, which is the origin of the information, covers an upcoming event. The issuer from August 17 stated that something will happen before the market opens on Monday, September 14, 2026. There is a separate call at 08:00 Eastern Time. The default exit is set for September 11. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full

A news scan found the headline retrieved on 2026-09-11 at approximately 08:04 UTC. The closest source issuer, which is the original source of the information, is interested in the origin and covers an upcoming event. On September 1, the issuer stated that something will happen after the market closes on Monday, September 14, 2026, with a call at 17 ET. The original custom domain failed to load in the browser, but the issuer's gcs-web mirror, which is a backup website, recovered the full text. https://daveandbusters.gcs-web.com/news-releases/news-release-details/dave-busters-entertainment-inc-report-second-quarter-2026

A news scan found the report retrieved on September 11, 2026, at approximately 08:04 UTC. The closest source issuer, which is the origin of the information, mentions an upcoming event. On August 25, the issuer stated that something will happen after financial markets close on Monday, September 14, 2026. A call is scheduled for September 15 at 11:30 ET, which is a distinct event. The default plan is to exit the regular session on September 11. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/

A news scan found the headline retrieved on September 11, 2026, at approximately 08:04 UTC. The closest source issuer, which is the interested origin, covers an upcoming event. The issuer from September 10 stated that the event will occur on Thursday, September 24, 2026, at 8:00 a.m. ET. The October 2 expiry is 8 days later, with a default regular-session exit on September 23. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954

The fund has the following details: Equity is $850.99 and the fund is $178.71. The normal premium is 3% at $25.5297, the conviction premium is 5% at $42.5495, and the absolute premium is 6% at $51.0594. The normal quarter premium is $6.3824 at $25.5297. A hypothetical call option for one contract with a $15 premium would be 1.76265% of the account, plus a $0.05 per share assumed round trip reserve would be $20, which is 2.35020% of the account. Three all-in tickets for 20 contracts would consume 33.5739466% of the fund and 7.0506116% of the account, with the premium only being 5.2879587% of the account for 45 contracts. A one-quarter normal probe cannot buy one 15-contract option. There are three hypothetical positions in distinct symbols, but it is not permitted to have three lots of BB. These are not orders. User account snapshot2026-09-11T06:00:23Z; NumPy arithmetic in06UTC Convex strategy2557

A computer program was run to test a trading strategy on the stock symbol BB using a method called Relative Strength Index, or RSI, which is a way to measure stock price movements. The test used 1000 days of data and analyzed 684 periods of stock price activity. The results showed a total return of 52.054557 percent, a maximum loss of 25.645701 percent, and a winning trade percentage of 64.285714 percent, with an average trade gain of 1.6704 percent. For comparison, simply buying and holding the stock would have resulted in a return of 82.409639 percent. This test was done without splitting the data into separate parts for training and testing, and the results were saved in a separate file using a tool called vectorbt. The results of this test did not lead to the adoption of this strategy. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls with calibrated initial close and baseline IV assumptions, and no live Greeks or executable history. The actual AMC default exit was one session earlier than the pre-newsclose. Daily-closing threshold hits are not intraday fills. The model ran with the following parameters: a premium of 0.15, baseline IV of 0.3, 0.5, and 0.8, and an initial IV of 0.43434357248499844. The results were as follows: for a baseline IV of 0.3, the event log standard deviation was 0.07711218401496639, the policy was to hold through, the split was all, n was 12, target close hits were 5, half premium close hits were 8, terminal after cost win count was 6, mean terminal payout x was 2.7642165989351555, and median terminal payout x was 0.906061746418016, and this scenario was feasible, but the scenarios with baseline IV of 0.5 and 0.8 were not feasible. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows the results of a model test. The model tested counterfactual European zero-rate and dividend calls with a calibrated initial close and baseline IV assumptions, but without live Greeks or executable history. The actual AMC default exit was one session earlier than the pre-newsclose. The model results are as follows: the daily-closing threshold hits are not intraday fills. The results are broken down into three scenarios with the following characteristics: a premium of 0.15, a baseline IV of 0.3, and an initial IV of 0.43434357248499844. The event log standard deviation is 0.07711218401496639. The results are: a policy of session before release with 12 data points, 2 target close hits, 6 half premium close hits, and 6 terminal after cost win count, with a mean terminal payout of 1.1516143870915019 and a median terminal payout of 0.7853392397152686, a policy of hold through with 8 data points, 2 target close hits, 5 half premium close hits, and 3 terminal after cost win count, with a mean terminal payout of 2.4847319534170613 and a median terminal payout of 0.07627938016284651, and a policy of hold through with 4 data points, 3 target close hits, 3 half premium close hits, and 3 terminal after cost win count, with a mean terminal payout of 3.323185889971345 and a median terminal payout of 3.996428629196187. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

The model tested different scenarios, called counterfactuals, for European zero-rate and dividend calls, which are financial contracts. It used initial close and baseline IV, or implied volatility, assumptions, without considering live Greeks, which are risk measures, or executable history, which is a record of trades. The actual exit happened one session earlier than expected before the news close. The model found that daily closing threshold hits are not the same as intraday fills. The results included three scenarios: one with a premium of 0.4 and baseline IV of 0.8, which was not feasible; and two with a premium of 0.15 and baseline IV of 0.3, which were feasible. The feasible scenarios had different policies, one for the training set and one for the holdout set, with various metrics such as target close hits, half premium close hits, and terminal after-cost win count. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which is a measure of volatility. There were no live Greeks, which are measures of risk, or executable history. The actual AMC default exit happened one session earlier than the pre-newsclose. Daily-closing-threshold hits are not the same as intraday fills. The data includes three scenarios with the following details: a list of results including premium, baseline IV, initial IV, event log standard deviation, feasibility, policy, split, number of trials, target close hits, half premium close hits, terminal aftercost win count, mean terminal payout, and median terminal payout. The scenarios are as follows: a train scenario with a premium of 0.4, a baseline IV of 0.5, and an initial IV of 0.7928601244978165, a holdout scenario with the same premium and IV values, and an all scenario with the same premium and IV values. The results for each scenario are: train - 8 trials, 1 target close hit, 5 half premium close hits, 2 terminal aftercost wins, a mean terminal payout of 1.1536546045063318, and a median terminal payout of 0.11628419257748995, holdout - 4 trials, 0 target close hits, 1 half premium close hit, 3 terminal aftercost wins, a mean terminal payout of 1.5142068893595824, and a median terminal payout of 1.8367908837532938, all - 12 trials, 1 target close hit, 6 half premium close hits, 5 terminal aftercost wins, a mean terminal payout of 1.2738386994574153, and a median terminal payout of 0.5687096733888314. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate and dividend calls, which are financial models that estimate the value of a call option. These models were calibrated with an initial close and baseline IV, or implied volatility, assumptions. IV is a measure of how much a stock's price is expected to fluctuate. The models did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit happened one session earlier than the pre-newsclose. Daily-closing threshold hits are not the same as intraday fills. The data includes the following rows: there are three sets of data, each with the following information: premium, which is the price of an option, is 0.4, baseline IV is 0.5, initial IV is 0.7928601244978165, event log standard deviation is 0.15106741572648086, feasible, which means possible, is true, policy is session before release, and split, which refers to the division of data, is either train, holdout, or all. The first set has n, or the number of data points, as 8, target close hits as 0, half premium close hits as 3, terminal aftercost win count as 4, mean terminal payout x as 0.8704828801123803, and median terminal payout x as 0.7971217139154735. The second set has n as 4, target close hits as 0, half premium close hits as 0, terminal aftercost win count as 2, mean terminal payout x as 1.043989882483604, and median terminal payout x as 0.9847440743236503. The third set has n as 12, target close hits as 0, half premium close hits as 3, terminal aftercost win count as 6, mean terminal payout x as 0.9283185475694549, and median terminal payout x as 0.8614441391943097. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios used to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which refer to the expected volatility of a security. The model did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit occurred one session earlier than the pre-newsclose. Daily-closing threshold hits are not the same as intraday fills. The model produced the following results: a list of data points including premium, baseline IV, initial IV, event log standard deviation, feasibility, policy, split, number of data points, target close hits, half premium close hits, terminal aftercost win count, mean terminal payout, and median terminal payout. The data points are as follows: a premium of 0.4, a baseline IV of 0.3, an initial IV of 0.7928601244978165, an event log standard deviation of 0.18018101928537242, and the policy is to hold through. The results are split into three categories: train, holdout, and all, with the following values: for train, n is 8, target close hits is 1, half premium close hits is 5, terminal aftercost win count is 2, mean terminal payout is 1.1043253126298052, and median terminal payout is 0.03390194673904289; for holdout, n is 4, target close hits is 0, half premium close hits is 1, terminal aftercost win count is 3, mean terminal payout is 1.476971506653931, and median terminal payout is 1.776190501864972; for all, n is 12, target close hits is 1, half premium close hits is 6, terminal aftercost win count is 5, mean terminal payout is 1.228540710637847, and median terminal payout is 0.4026941095191182. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the headline is not available, but a data line shows counterfactual European zero-rate/dividend calls, which are hypothetical scenarios used to estimate potential outcomes. These scenarios were calibrated with an initial close and baseline IV assumptions, which refer to the expected volatility of a security. The model did not use live Greeks, which are measures of an option's sensitivity, or executable history. The actual AMC default exit occurred one session earlier than the pre-newsclose. The model results are as follows: there are three sets of data with the same premium of 0.4, baseline IV of 0.3, and initial IV of 0.7928601244978165. The event log standard deviation is 0.18018101928537242. The data is divided into three categories: train, holdout, and all. The results for each category are: train, with 8 data points, 0 target close hits, 3 half premium close hits, and 4 terminal after cost win counts, with a mean terminal payout of 0.9485924901207923 and a median terminal payout of 0.8909046183900227; holdout, with 4 data points, 0 target close hits, 0 half premium close hits, and 2 terminal after cost win counts, with a mean terminal payout of 1.147728322385728 and a median terminal payout of 1.0872986351000242; and all, with 12 data points, 0 target close hits, 3 half premium close hits, and 6 terminal after cost win counts, with a mean terminal payout of 1.014971100875771 and a median terminal payout of 0.9584117587023844. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of stock price movement, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: one with a premium of 0.15 and a cost of 0.2, where the distribution is all and the dependence is independent and identically distributed, and another with the same premium and cost, but with a dependence of three repeat. The results for the first scenario are a median cash value of 364.56, a fifth percentile cash value of 19.67, and a 95th percentile cash value of 713.14. The median drawdown percentage is -33.57, the probability of loss percentage is 16.35, the probability of stopping before 20 percent is 5.23, and the mean number of tickets is 19.62. The results for the second scenario are a median cash value of 314.08, a fifth percentile cash value of 6.11, and a 95th percentile cash value of 963.61. The median drawdown percentage is -54.11, the probability of loss percentage is 37.29, the probability of stopping before 20 percent is 27.42, and the mean number of tickets is 17.58. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction based on the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done using a random seed of 9110600 from the NumPy library, which is a tool for mathematical operations. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profits or losses from options trading. Two scenarios were tested: the first had a premium of 0.15 and a cost of 0.2, with a holdout distribution, which means some data was set aside for testing, and independent and identically distributed, or iid, dependence, meaning each data point is independent of the others. This scenario had 30,000 paths, or possible outcomes, a median cash value of 481.02, a fifth percentile cash value of 198.04, and a 95th percentile cash value of 794.37. The median drawdown percentage, which is the maximum loss from peak to trough, was -18.35%, the probability of loss was 3.95%, and the probability of stopping before a 20% loss was 46%. The mean number of trades, or tickets, was 19.98. The second scenario also had a premium of 0.15 and a cost of 0.2, with a holdout distribution, but with a three repeat dependence, meaning each data point is repeated three times. This scenario had 30,000 paths, a median cash value of 475.39, a fifth percentile cash value of 9.84, and a 95th percentile cash value of 1054.27. The median drawdown percentage was -33.57%, the probability of loss was 18.08%, and the probability of stopping before a 20% loss was 9.11%. The mean number of trades was 19.38. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of how quickly a stock's price is changing, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: one with a premium of 0.15 and a cost of 0.2, where the distribution is for training and the dependence is independent and identically distributed, and another with the same premium and cost, but with a three repeat dependence. The results for the first scenario are a median cash value of 309.89, a fifth percentile cash value of 14.39, and a 95th percentile cash value of 664.49, with a median drawdown percentage of -41.91, a probability of loss percentage of 27.01, a probability of stopping before 20 percent of 10.73, and a mean number of tickets of 19.20. The results for the second scenario are a median cash value of 211.00, a fifth percentile cash value of 6.36, and a 95th percentile cash value of 939.97, with a median drawdown percentage of -67.15, a probability of loss percentage of 46.74, a probability of stopping before 20 percent of 35.24, and a mean number of tickets of 16.55. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A news scan found the following data: Computed on September 11 after a Relative Strength Index correction, which is a measure of how quickly a stock's price is changing, using a NumPy seed of 9110600. The method and limits are explained in a companion public analysis. The results are based on historical scenarios and do not reflect actual option profit and loss. The data includes two scenarios: the first scenario has a premium of 0.4 and a cost of 0.45, with an independent and identically distributed, or iid, distribution, meaning each event is independent of the others, and the results are based on 30,000 paths, or simulations. The median cash value is 104.65, the cash value at the 5th percentile is 88.71, and the cash value at the 95th percentile is 127.29. The median drawdown percentage, which is the maximum loss from a peak to a trough, is -50.36, the probability of loss is 97.59, and the probability of stopping before a 20 percent loss is 96.64. The mean number of tickets, or trades, is 4.60. The second scenario has the same premium and cost, but with a three repeat dependence, meaning each event is related to the previous three events, and the results are also based on 30,000 paths. The median cash value is 88.71, the cash value at the 5th percentile is 88.71, and the cash value at the 95th percentile is 304.48. The median drawdown percentage is -50.36, the probability of loss is 93.20, and the probability of stopping before a 20 percent loss is 92.06. The mean number of tickets is 5.17. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction based on the Relative Strength Index, or RSI, which is a measure of how quickly a stock's price is changing, a computation was done using a random seed of 9110600 from the NumPy library. The method and limits used are explained in a companion public analysis, but note that the historical scenarios presented are not the actual profit and loss from options trading. Two scenarios were tested: the first had a premium of 0.4 and a cost of 0.45, with the results being a median cash value of 109.81, a 5th percentile cash value of 88.71, and a 95th percentile cash value of 221.99, a median drawdown percentage of -41.44, a probability of loss of 93.63%, a probability of stopping before a 20% loss of 92.04, and a mean number of trades, or tickets, of 5.80. The second scenario also had a premium of 0.4 and a cost of 0.45, but with different dependence, and resulted in a median cash value of 107.01, a 5th percentile cash value of 88.71, and a 95th percentile cash value of 394.14, a median drawdown percentage of -40.12, a probability of loss of 90.76%, a probability of stopping before a 20% loss of 89.21, and a mean number of trades of 5.60. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

On September 11, after making a correction using the Relative Strength Index, or RSI, which is a measure of stock price movement, the system used a random number generator with a seed of 9110600 from the NumPy library. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profits or losses from options trading. The system ran two scenarios: the first scenario had a premium of 0.4 and a cost of 0.45, with the results being a median cash value of 91.74, a lowest 5% cash value of 87.35, and a highest 5% cash value of 127.62, a median drawdown percentage of -50.36, a probability of loss of 98.55%, and a probability of stopping before a 20% loss of 97.94%, with a mean of 4.13 trades. The second scenario had the same premium and cost, but with different dependence, and the results were a median cash value of 88.71, a lowest 5% cash value of 88.71, and a highest 5% cash value of 259.99, a median drawdown percentage of -50.36, a probability of loss of 93.69%, and a probability of stopping before a 20% loss of 93.10%, with a mean of 5.08 trades. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A calculation was made on September 11 after a correction using the Relative Strength Index, which is a way to measure stock price movement. The calculation used a specific random number seed, 9110600, from the NumPy library. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect actual profit or loss from options. The results include the following information: the total path, 12 scenarios, 5 successful calls, 6 successful cheap calls, a mean intrinsic value of 1.3653809572052078, a median absolute percentage change of 14.420451986941352, and a mean percentage change of 4.617012888757578. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A computation was done on September 11 after a correction was made using the Relative Strength Index, or RSI, which is a way to measure how quickly a stock's price is changing. The computation used a seed value of 9110600 for the NumPy program. The method and limits used are explained in a separate public analysis. The results are based on historical scenarios and do not reflect the actual profit or loss of an option. The results are as follows: there are two scenarios, one with a short horizon, called 'r', and one with a horizon before a path, called 'pre_path'. For the 'r' horizon, over 12 periods, 3 calls were successful, and 5 of those were at a low price, with an average intrinsic value of 0.7480273795172868, an average absolute percentage change of 9.987505004063907, and an average percentage change of 4.178883532453439. For the 'pre_path' horizon, over 12 periods, 1 call was successful, and 2 of those were at a low price, with an average intrinsic value of 0.2440665102100048, an average absolute percentage change of 7.273370611847141, and an average percentage change of 0.08710974198166502. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes