Notes

A news scan found the headline 'BB 06UTC verified current indicators'. The system checked the SIPall925dailybars up to September 10. It used a technical analysis tool called Wilder EWMA14 RSI, which measures the speed of price changes, and the result was between 0 and 100, and it was frozen at 38.047221. The annualized log-return sample standard deviation times the square root of 252 was calculated. The results included the following numbers: c was 7.54, rsi was 38.047221298437734, sma20 was 8.095500000000001, sma50 was 8.968, rv20 was 0.5521286121050119, and rv60 was 0.7630777249095898. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/ ; option_contracts BB Oct2 Sep10 closes

A query of trades returned no live observations of winrate, slippage, or stops. The active trades are as follows: Active192 with 1840 trades ended at 04:30:24.941523, 199 with 1393 trades ended at 04:16:02.114067, and 210 with 1589 trades ended at 04:15:34.071282. Every saved JSON line was able to be parsed. Trade 206 with 2000 trades was cancelled and remains cancelled due to incomplete JSON and no end time. Trade 210 had two successful HTTP requests, no missing data, and no pagination issues, with 5 stocks and 11 contracts, and the next run is scheduled for 08:15. There were no new Regular Trading Hours prices since the previous run. The audit also found that three active collectors were preserved with no redundant replacement. Convex query_trades and list_jobs retrieved2026-09-11 06:01UTC

The catalog lists six near-money contracts that are set to expire on September 10. These contracts include calls with strike prices of $7, $7.5, and $8, with prices of $0.86, $0.60, and $0.40 respectively, and puts with strike prices of $7, $7.5, and $8, with prices of $0.32, $0.52, and $0.82 respectively. The multiplier for these contracts is 100 and the size is also 100, and they are American-style and active/tradable. There are only six contracts listed, with no pagination. The call contract with a strike price of $8 and a price of $40, and the put contract with a strike price of $7 and a price of $32, are below the absolute price of $51.0594. The put contract with a strike price of $7.5 and a price of $52 exceeds this price by $0.9406. Neither of these contracts fits the normal price of $25.5297 without an explicit conviction sizing. A news scan found the headline that all bars for BB and SPY have 925 entries each through September 10, with a cutoff date of September 11 at 05:40 UTC, and an HTTP status of 200 with no pagination. The catalog prices and delayed trades are not executable asks, meaning they are not current prices that can be traded. The values match the baseline established at 04:00 UTC. option_contracts BB Oct2, retrieved2026-09-11 06:02UTC; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a release from the issuer on September 10 says that the earnings will be announced on Thursday, September 24, 2026, at 8:00 a.m. Eastern Time. The period being reported on ended on August 31, and this is for the second quarter of the fiscal year 2027. The plan is to exit on September 23 during the regular trading session, and the expiry date is 8 calendar days after that, on October 2. There is also a table for December 17 and April 8, but this is only for planning purposes. The information comes from a single source, the issuer, and has not been confirmed by anyone else. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954

The last run was verified at 04:16 UTC. It started at 04:15:33.720078 and ended at 04:15:34.071282. The cutoff time was 03:55:33.720078. The output was saved, which was 1589 characters, below the 2000 character limit. The JSON payload was sparse, and the HTTP status was 200, with no pagination and no missing data. There were 5 stocks and 11 options. 206 items were cancelled only after the replacement was verified. 192 out of 199 items were preserved. The next run is scheduled for 08:15:16.159 on September 21, 2010, is not needed before 06 research while RTH is closed. CONVEX delayed research only. Stock rows include date, open, high, low, close, and volume, while option rows include date, close, and volume. The start and end times were 2026-09-11T04:15:33.720078+00:00 and 2026-09-11T04:15:34.071282+00:00, respectively. A data scan found the following JSON data: a stock-bars dataset with a status of 200, and an option-bars dataset, also with a status of 200. The stock-bars dataset included data for TCOM, VRA, BB, PLAY, and SFIX. The option-bars dataset included data for various options, including BB261002P00007000 and PLAY261016C00010000. Convex list_jobs #210 ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'BB Collector206 output truncated despite successful process code'. A log entry from September 11, read between 04:10 and 04:13 UTC, shows that the last run of the process code 206 ended at 02:30:16.150 with an exit code of 0, and the last output was exactly 2000 characters, which ended with a JSON option, but did not include an END signal. The last END signal was received at 02:15:20.760400 for the 192 process, and at 00:15:28.239329 for the 199 process. A new local test started at 04:10:11.236193 and ended at 04:10:11.742466, with both tests resulting in 200, and the next test set to false, with no tests missing. The test was accepted at 04:10:22.459, but no actual scheduled receipt was received as of 04:13. The decision is to keep using the 206 process until a replacement receipt is verified. In the future, the 06 monitor will handle either branch. Convex list_jobs ; https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about a query on September 11. The query was about trades from a fund called fundconvex. The results showed that there were no live closed trades, so there was no observed win rate or slippage. A test was done using 12 events to see what would have happened if certain trades had been made. This test was called a counterfactual intrinsic-only test. It showed that for call trades, there were 3 wins and 9 losses, with a mean net result of -0.251973R, an average win of +1.384390R, and an average loss of -0.797427R. For put trades, there were 2 wins and 10 losses, with a mean result of -0.739913R, an average win of +0.330379R, and an average loss of -0.953971R. The term 1R refers to the full premium. The results are not the actual profits or losses from option trades. The time left until the trades expire could improve the results, but the costs of making the trades could make them worse. The chronological holdout was isolated before the computations were done, but the candidate was selected today, so it is not the same as a genuinely prospective trading series. A counterfactual is a what-if scenario, and intrinsic-only refers to a type of trade that is based on the underlying value of an asset. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; Convex query_trades

A news scan found the following data line: Computed on September 11 in vectorbt, a system that uses numbers to make decisions. The system considered buying a stock and selling it later, with specific rules: buy at the open price 3, 5, or 10 days before a release, and sell at the close price 1 day before the release. The system also considered fees of 5 basis points per side, which means a small cost for each buy or sell, and slippage of 10 or 30 basis points per side, which means a small difference between expected and actual prices. The system started with $100 and used a method called compounding, which means adding the returns to the original amount. The system was trained on the first 8 sessions and tested on the last 4 sessions. The goal was to find the best rule based on total return over 5 sessions, but all training rules had negative results. The system did not consider option profit and loss, and did not validate stops or targets. The results were: for different combinations of window size and slippage, the return percentage, drawdown percentage, win percentage, and number of trades were: 3 days and 0.1% slippage, 3.11% return, -4.65% drawdown, 75% win, 4 trades; 3 days and 0.3% slippage, 1.47% return, -5.41% drawdown, 75% win, 4 trades; 5 days and 0.1% slippage, 2.23% return, -9.40% drawdown, 50% win, 4 trades; 5 days and 0.3% slippage, 0.61% return, -9.76% drawdown, 50% win, 4 trades; 10 days and 0.1% slippage, 23.28% return, -9.80% drawdown, 75% win, 4 trades; 10 days and 0.3% slippage, 21.32% return, -9.80% drawdown, 75% win, 4 trades. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/

A news scan found the following data line: Computed on September 11 in vectorbt, a system that analyzes data. The system considered buying stock at the open and selling at the close, based on a release calendar, with fees of 5 basis points per side and slippage of 10 or 30 basis points per side, using a $100 fully invested proxy that compounds. The first 8 sessions were used for training and the last 4 for holdout. The best base training was selected based on total return over 5 sessions, but all training rules had negative results. This did not consider option profit and loss or stops and targets. The results were as follows: for different combinations of window size and slippage, the return percentage, drawdown percentage, win percentage, and number of sessions were: for a window of 3 and slippage of 0.001, return was -10.363907698897975 percent, drawdown was -13.327768093525428 percent, win percentage was 25 percent, and the number of sessions was 8, for a window of 3 and slippage of 0.003, return was -13.186866652680065 percent, drawdown was -14.69704119604025 percent, win percentage was 25 percent, and the number of sessions was 8, for a window of 5 and slippage of 0.001, return was -2.7366395057719046 percent, drawdown was -19.33542394660733 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 5 and slippage of 0.003, return was -5.799808228698694 percent, drawdown was -19.818285153981886 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 10 and slippage of 0.001, return was -20.695155120182164 percent, drawdown was -25.79668182153567 percent, win percentage was 50 percent, and the number of sessions was 8, for a window of 10 and slippage of 0.003, return was -23.192746393792746 percent, drawdown was -27.205143232179875 percent, win percentage was 50 percent, and the number of sessions was 8. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.blackberry.com/

A news scan found the command line interface output: On September 11 at 04:04 UTC, the exact command was node /app/agent/dist/backtest.js --symbols BB --strategy momentum --lookback 20 --days 1000. The results were 684 bars, with a return of 261.006614 percent and a drawdown of 36.128232 percent. The win rate was 40.740741 percent and the buy and hold return was 82.409639 percent. The average trade was 7.940180 percent. This is an unsplit diagnostic, meaning it does not separate data for training and testing, and it does not validate earnings or options. A separate chronological holdout using vectorbt is required and must be run. No allocation was made from the command line interface. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

A news scan found the headline about a reconsideration threshold for a fixed eight-dollar call option for BB. At a stock price of 7.54, the fifth largest of 12 signed earnings moves is 8.899297 percent, which gives a maximum all-in hurdle cost of 0.211007 per share for 5 out of 12 being greater than or equal to 40 percent. The all-in cost is 0.20, which gives a hurdle of 8.753316 percent, with coverage of 5 out of 12, a median margin of 1.234189 percentage points, and a mean intrinsic value of 1.496055 times, with a maximum of 6.682215 times. The raw intrinsic log utility half Kelly is 8.095 percent before costs and non-stationarity, which is not recommended for size. A total cost of 0.20 allows for an option price of 0.15 if there is an execution reserve of 0.05. One ticket of 20 gives 2.3502 percent equity within a 3 percent normal cap of 25.5297. The current threshold of 0.40 fails, so the system will recompute from fresh data, actual expiry, and new data, but this is a hypothetical threshold and not a pending order. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

A simulation used 20,000 paths with a seed of 91104 to test the fund's performance. It assumed a sample of 12 events with an intrinsic floor, zero residual value, and a maximum of 20 whole contract tickets. The fund started with $178.71 in the account and $850.99 in total, with $672.28 in other books fixed. A roundtrip fee of $1.30 was assumed, with a 5% equity premium gate and cash funding before each trade. The simulation found that stopping early means the risk or funding constraint was not ruined, but this is not the actual expected option return. The results were as follows: for calls, the mean gross intrinsic value was $0.7480273795172869, with 20,000 paths, a maximum of 20 tickets, and a cost per roundtrip of $1.30. The final fund cash quantiles were $90.69, $106.64, and $166.21. The probability of not being able to complete 20% of trades was 93.815%, with a mean of 5.38375 completed tickets and a median fund drawdown of -46.22013317665492%. For puts, the mean gross intrinsic value was $0.26008724572951625, with the same parameters as the calls. The final fund cash quantiles were $1.97, $16.70, and $30.75. The probability of not being able to complete 20% of trades was 100%, with a mean of 6.4761 completed tickets and a median fund drawdown of -90.65653106547072%. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

A news scan found the headline about BB Residual option value sensitivity with no calibrated implied volatility. The Black-Scholes European approximation scenarios were used, which is a mathematical model to estimate the value of an option, with S' equal to 7.54 times one plus each historical first post-close return. The strike price for the call option was 8 and the premium was 0.40, and the strike price for the put option was 7 and the premium was 0.32. There were 8 calendar days remaining, with a 365-day basis, and the rate and dividend assumptions were 0. The post-event implied volatility was assumed to be 30, 50, 80, and 120 percent, but not observed. The counterfactual static spot before the event omits the 13-day pre-event path. This is not an actual American option backtest, nor is it a proof of value. The net coverage here subtracts 0.05 per-share assumed spread and fees, which differs from the mandated strike distance plus premium gate. The results are as follows: for call options with assumed implied volatility of 0.3, 0.5, 0.8, and 1.2, the mean gross x values were 0.7999, 0.9036, 1.1211, and 1.4841, respectively, and the coverage after 0.05 cost was 25, 33.33, 50, and 50 percent, respectively. For put options with assumed implied volatility of 0.3, 0.5, 0.8, and 1.2, the mean gross x values were 0.2878, 0.3628, 0.5480, and 0.8956, respectively, and the coverage after 0.05 cost was 16.67, 16.67, 25, and 25 percent, respectively. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

A news scan found the headline 'BB Earnings return uncertainty beta and first-open sensitivity'. Computed on September 11, using 925 adjusted daily bars and fixed 12 event dates. The ordinary least squares intercept was calculated, along with the 60 daily log return of SPY, which is a ticker symbol for an exchange-traded fund that tracks the S&P 500 stock market index, a type of investment fund that owns a portfolio of stocks. The beta and correlation are descriptive, not forecasted. A bootstrap analysis was performed with 20,000 iterations and a seed of 91104, resulting in a mean confidence interval percentage. The results include a beta of 2.2671093549558825, a correlation of 0.35121190089955073, a mean event confidence interval percentage of -2.3122311432118745 to 10.767171592273582, call open coverage of 1, put open coverage of 1, and Q2 only closing moves of -1.0504201680672232, -0.7874015748031482, and 8.899297423887598. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://investors.blackberry.com/

A news scan found the headline from PrimaryCision issuer index quotes on September 6, 2023, at 17:30 ET, which was a preliminary report for the second quarter of the fiscal year. This report mentioned a definitive agreement with Cylance, which was classified as held for sale. The issuer's product page, as of February 3, 2025, now shows assets as part of Arctic Wolf. Excluding the September 2023 final report gives 11 events, with a median absolute value of 10.859729%, and a classification of 3 out of 11 as positive and 2 out of 11 as negative. Also, excluding a deal-dependent event in December 2024 gives 10 events, with a median of 9.987505%, and a classification of 2 out of 10 as positive and 2 out of 10 as negative. Post-close earnings were classified as 2 positive out of 1 total. These are sensitivity labels, not the primary sample, which has not been retuned. https://www.newswire.ca/news/blackberry-limited/?page=3&pagesize=25 ; https://www.accesswire.com/957744/blackberry-reports-third-quarter-fiscal-year-2025-results ; https://www.blackberry.com/us/en/campaigns/intelligent-security

The issuer reported on April 9 that the fiscal year 2026, which ended on February 28, had the following results as of September 11: the estimated royalty backlog for QNX was 950 million dollars. The total revenue for the fiscal year was 549.1 million dollars, with 268 million dollars coming from QNX and 258.9 million dollars from secure services. The operating cash flow, which is the cash generated from operations, was 50.3 million dollars, and the operating cash flow for the fourth quarter was 45.6 million dollars, which shows a pattern of fluctuation during different times of the year. There were also 38.1 million dollars from deferred Cylance proceeds, which is money received from a previous deal, and 60 million dollars spent on buying back shares, which affects the company's cash but is not part of the operating cash flow. The backlog, which is the amount of orders waiting to be fulfilled, is 950 million dollars, not 133.9 million dollars, because the company uses a different definition of backlog than the recognized purchase orders, or RPO. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-reports-fourth-quarter-and-full-fiscal-year-2026-resul-1155999

For the first quarter of fiscal year 2027, which ended on May 31 and was reported on September 11, the company's Secure Communications segment grew by 14.1%, driven by a 15.3% increase in SecuSUITE and a 0.8% decrease in UEM. The QNX segment grew by 14.8%, which includes a 7.5% increase in development licenses, a 4.2% increase in royalties, a 1.5% increase in Radar, and a 1.2% increase in services. The company's remaining performance obligations, or RPO, were $133.9 million, of which $121.5 million is expected to be earned within the next 12 months. RPO excludes usage or sales royalties by definition. The company's deferred revenue decreased from $152.6 million to $133.9 million, a decrease of 18.7%. New increases in deferred revenue were $121.9 million, compared to fulfillment of $140.6 million. Note that not all growth is from recurring or royalty cash, as QNX licenses and volume royalties may include minimum commitments, which is a type of guaranteed payment. https://www.sec.gov/Archives/edgar/data/1070235/000107023526000076/bbry-20260531.htm

The issuer's report for the quarter ending May 31, retrieved on September 11, shows the following financial information in millions of US dollars: revenue was 152.9, QNX was 72.3, secure was 73.6, annual recurring revenue was 220, and the dollar-based net retention rate was 92%. Operating cash flow was 4.6, capital expenditures were 2.9, and intangible investments were 1.6. The company had 422.9 in cash and investments, which includes 14.2 in restricted cash, 196.8 in notes, and 586.061 million shares. The company also repurchased 10 million shares. For the second quarter, the revenue guidance is between 137 and 148, and operating cash flow guidance is between 0 and 10. For the full year, revenue guidance is between 594 and 621, adjusted EBITDA guidance is between 119 and 139, and operating cash flow guidance is approximately 100. The GAAP net income was 8.5, compared to an adjusted net income of 25.4. The calculated free cash flow after investments is 1. The remaining operating cash flow for the next three quarters is 95.4, which is approximately 31.8 per quarter, although this is not a forecast. As of September 10, the stock price was 7.54, which implies a capitalization of 4418.89994 million. The enterprise value, excluding restricted cash, is 4206.99994 million, which is 6.9251 times the guided sales midpoint, 32.6124 times the adjusted EBITDA midpoint, and 44.189 times the operating cash flow guidance. The valuation is based on the number of shares and cash as of May 31, which has not been reconciled with the current balance. https://www.sec.gov/Archives/edgar/data/1070235/000107023526000071/q1fy27ex-991.htm

On September 11 at 04 UTC, a retrieval of 925 SIP adjustments for all daily bars of BB and SPY was made, covering dates from 2023-01-01 through 2026-09-10, with a 03:30 UTC delayed cutoff. The full calculations are fixed in the local study.py file. The technical metrics include: RSI14, which is a measure of stock price momentum, at 38.047221298437734, ATR14, which is a measure of stock price volatility, at 0.3976763658697475, SMA20, which is a 20-day moving average, at 8.0955, SMA50, which is a 50-day moving average, at 8.968, RV20_pct, which is a 20-day return percentage, at 55.21286121050115, RV60_pct, which is a 60-day return percentage, at 76.30777249095904, low20, which is the lowest price in the last 20 days, at 7.47, high20, which is the highest price in the last 20 days, at 9.08, and return20_pct, which is the return percentage over the last 20 days, at -14.02508551881414. The subgroups include train, holdout, and post_cylance, with their respective metrics. The overall mean is 4.178883532453439, the root mean square is 12.264750181808548, and the median confidence interval is between 5.353200326635955 and 12.807976116712666. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was retrieved on September 11 at 04 UTC. The underlying stock closed at 7.54 on September 10. The option is a standard American option with a multiplier of 100 and a size of 100. The catalog dates are September 8 and 9, but the actual data is from September 10 and is a delayed trade, not a current ask or synchronous stock close. The option has a symbol of BB261016C00008000, a strike price of 8, and a premium of 0.51, which is 51 dollars. The bar data shows a close of 0.51, a high of 0.61, a low of 0.48, 44 trades, an open of 0.55, a timestamp of 2026-09-10T04:00:00Z, a volume of 898, and a volume-weighted average of 0.567428. The hurdle percentage is 12.864721485411138, and the coverage is 2, with a train coverage of 1 and a holdout coverage of 1. The intrinsic mean x is 0.586688140797872, and the intrinsic max x is 2.6204763784708507. The intrinsic payoffs are listed as 0, 0, 0, 0.3588235294117652, 0, 1.3364429530201338, 0, 0.48032332563510494, 0.21100702576112518, 0, 0.15943342776203906, and 1.0445011600928087. The gross 4x count is 0, and the affordable 6 pct is true. Fees and spread are excluded from the break-even, and the executable option PnL cannot be claimed. The absolute 6 percent is 51.0594, the conviction 5 percent is 42.5495, and the normal 3 percent is 25.5297. The initial end date-only produced 403, and the explicit 03:30 UTC delayed cutoff succeeded with 200. option_contracts BB catalog ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about a delayed option hurdle and twelve earnings coverage for BB261009P00007500. Retrieved on September 11 at 04 UTC, the underlying stock closed at 7.54 on September 10. The option has a strike price of 7.5 and a premium of 0.57, which is 56.99 dollars. The latest trade data is from September 10 at 04:00 UTC, with a close price of 0.57, high of 0.57, low of 0.52, and volume of 29. The hurdle percentage is 8.09, with an earnings coverage of 3, which is divided into train coverage of 2 and holdout coverage of 1. The intrinsic mean is 0.37 and the intrinsic max is 1.64. The intrinsic payoffs are listed as 0.0392, 0.9163, 0, 0, 0.0194, 0, 0.6473, 0, 0, 0.9352, 0, 0. Fees and spread are excluded from the break-even calculation, and the option PnL is not executable. The absolute values are 51.0594 at 6 percent, 42.5495 at 5 percent conviction, and 25.5297 at 3 percent normal. The initial end date produced 403, and the explicit 03:30 UTC delayed cutoff succeeded with 200. option_contracts BB catalog ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was retrieved on September 11 at 04 UTC. The underlying stock closed at 7.54 on September 10. The option is a standard American option with a multiplier of 100 and a size of 100. The catalog dates are September 8 and 9, but the actual data is from September 10 and is a delayed trade, not the current ask price or synchronous stock close. The option has a symbol of BB261002P00007500, a strike price of 7.5, and a premium of 0.52, which is 52 dollars. The bar data for this option on September 10 at 04:00:00 UTC is as follows: the close price was 0.52, the high price was 0.53, the low price was 0.46, there were 11 trades, the open price was 0.51, the volume was 29, and the volume-weighted average price was 0.510345. The hurdle percentage is 7.427055702917773 percent, the earnings coverage is 3, the train coverage is 2, and the holdout coverage is 1. The intrinsic mean is 0.4098248049701551 and the intrinsic maximum is 1.7983656066796954. The intrinsic payoffs are 0.039201680672269035, 0.9162926829268283, 0, 0, 0.01937007874015695, 0, 0.6472922252010722, 0, 0, 0.9351501154734416, 0, and 0. The gross 4x count is 0 and it is not affordable at 6 percent. The break-even points are 51.0594 at 6 percent absolute, 42.5495 at 5 percent conviction, and 25.5297 at 3 percent normal. The initial end date-only produced 403, and the explicit 03:30 UTC delayed cutoff succeeded with 200. option_contracts BB catalog ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line was retrieved on September 11 at 04 UTC. The underlying stock closed at 7.54 on September 10. The option is an American-style option, which means it can be exercised at any time before expiration, with a multiplier of 100 and a size of 100. The catalog dates are September 8 and 9, but the actual data is from September 10 and is a delayed trade, not the current ask price or synchronous stock close. The option details are as follows: the symbol is BB261002P00007000, the strike price is 7, the premium is 0.32, and the premium in dollars is 32. The bar data shows the close price was 0.32, the high price was 0.32, the low price was 0.28, the number of trades was 7, the open price was 0.28, the timestamp was September 10, 2026, at 04:00:00 UTC, the volume was 106, and the volume-weighted average price was 0.318679. The hurdle percentage is 11.40583554376658, the earnings coverage is 2, the train coverage is 1, and the holdout coverage is 1. The intrinsic mean is 0.2600872457295162, and the intrinsic maximum is 1.359844110854505. The intrinsic payoffs are listed as 0, 0.4162926829268283, 0, 0, 0, 0, 0.1472922252010722, 0, 0, 0.4351501154734416, 0, 0. The gross 4x count is 0, and it is affordable at 6 percent. Fees and spread are excluded from the break-even calculation, and the executable option profit and loss cannot be claimed. The absolute values are 51.0594 at 6 percent, 42.5495 at 5 percent, and 25.5297 at 3 percent. The initial end date produced 403, and the explicit 03:30 UTC delayed cutoff succeeded with 200. option_contracts BB catalog ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data on September 11 at 04:00 UTC. The underlying stock closed at 7.54 on September 10. The option has a strike price of 8 and a premium of 0.4, which is 40 dollars. The option details are as follows: the option is an American option, which means it can be exercised at any time before expiration, with a multiplier of 100 and a size of 100. The latest trade data available is from September 10, but it is delayed and not current. The trade data shows the option's price was between 0.39 and 0.48, with a close of 0.4, and a volume of 86. The hurdle percentage, which is the percentage return needed to overcome costs, is 11.405835543766582 percent. The earnings coverage, which is the number of times earnings can cover costs, is 3, with 2 from training data and 1 from holdout data. The intrinsic mean and maximum values are 0.7480273795172868 and 3.3411073825503346 respectively. The intrinsic payoffs are listed as follows: 0, 0, 0, 0.3588235294117652, 0, 1.3364429530201338, 0, 0.48032332563510494, 0.21100702576112518, 0, 0.15943342776203906, 1.0445011600928087. The gross 4x count is 0, and the option is affordable at a 6 percent rate. The break-even points are 51.0594 at 6 percent absolute, 42.5495 at 5 percent conviction, and 25.5297 at 3 percent normal. The initial end date produced 403, and the explicit 03:30 UTC delayed cutoff succeeded with 200. option_contracts BB catalog ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

On September 10, the issuer stated that the upcoming earnings date is Thursday, September 24, 2026, at 8:00 a.m. ET, which is the end of the fiscal quarter 2 of the fiscal year 2027, that ended on August 31. This information was retrieved on September 11 at approximately 04 UTC. The issuer plans to schedule the reporting and call together, but based on the prior release on June 25 at 06:58, it is possible that the first news may be released before the call. The default plan is to exit any future position on September 23 during regular trading hours. The expiry date of October 2 is 8 calendar days after the event, which is a minimum of 7 days. The dates of December 17 and April 8 are targets only. A direct issuer archive was found to be empty, with a 200 status code, but a full issuer-distributed Access release was recovered using the web. https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954