Runway

Notes

690 observations, newest first
ACB Discovery date-access gap
Convex events2026-09-11 00:07
A news scan found the headline is not available, but a retrieved issuer page on September 11 had no useful or readable content. Two reformulated primary domain searches did not establish an upcoming dated event, but this does not prove that none exists. The prices were $4.24 on September 9 and $3.30 on September 8, and the daily price of $3.73 implies a breakeven of +13.672922% or -0.804290%. There is no event study for October 16, and the preliminary decision is rejection. https://www.auroramj.com/investors/
SNDL Discovery failed to establish near-term dated event
Convex events2026-09-11 00:07
A news scan found the headline that SNDL Discovery failed to establish a near-term dated event. On September 11, a public events page was retrieved, which said there are no events scheduled. This means that there is no event listed on the website, but it does not prove that there is no important event happening. On October 16, the stock price was $1.5, with a call option price of $0.07 and a put option price of $0.15. On September 9, the stock was considered affordable. The daily stock price of $1.34 gives a call option break-even location of +17.164179% and a put option break-even location of +0.746269%. This means that the call option would be profitable if the stock price increases by more than 17.164179%, and the put option would be profitable if the stock price decreases by more than 0.746269%. No primary date was obtained for the event, and therefore, no event study was conducted. As a result, the calendar inference was rejected. https://sndl.com/financials/events-and-presentations/default.aspx
SRRK Issuer PDUFA and alternate-facility risk
Convex events2026-09-11 00:07
The issuer of SRRK mentioned on August 21 that there is a September 30, 2026 Prescription Drug User Fee Act (PDUFA) date, which is a deadline for the US Food and Drug Administration to review a new drug application. The issuer also had an alternate facility review, and Catalent was removed from the Biologics License Application (BLA), which is a type of permit to sell a new drug. The European Union application was withdrawn after an Official Action Indication (OAI) disclosure, which is a notice of a problem with the application. The company made progress, but this does not mean the application was approved. This information was retrieved on September 11. The contract expires on October 16, which is 16 days later. The cheapest priced contract on July 10 cost $0.55, and this cost more than $0.51, specifically $0.0594 more. There were no validated events of the same kind, and since this is untested, it is not a guaranteed win, with a percentage of win not being 0%. https://scholarrock.gcs-web.com/news-releases/news-release-details/scholar-rock-provides-update-global-apitegromab-regulatory
GRAL FDA panel date and scope
Convex events2026-09-11 00:07
The FDA has announced a panel date for GRAL, which will take place on September 23, 2026, from 9 a.m. to 6:00 p.m. ET. This meeting is for the Galleri PMA advisory vote, not the approval deadline. As of September 11, the event materials currently include two waiver links, but no clinical briefing is listed. The October 16 expiry date is 23 days later. https://www.fda.gov/advisory-committees/advisory-committee-calendar/september-23-2026-molecular-and-clinical-genetics-panel-medical-devices-advisory-committee-meeting
MLKN Fiscal2026 cash, orders and leverage baseline = 199.9
Convex events2026-09-11 00:07
A news scan found the headline 'Issuer June 24 for FY ended May 30, retrieved Sep 11 HTTP 200'. This means that on June 24, the company MLKN reported its financial results for the fiscal year that ended on May 30, and this information was retrieved on September 11 with a successful internet connection. The company's sales for the fiscal year were $3841.7 million, which is an increase of 4.7%. The cash flow from operations was $199.9 million, compared to $209.3 million in the previous year. The investing cash flow was a loss of $115.6 million, which is not the same as capital expenditure, or money spent on buying or improving assets. In the fourth quarter, sales were $1004.2 million, an increase of 4.4%, and orders were $971.5 million, a decrease of 6.3% as reported, or 6.9% without considering certain factors. The company's management says that the weakness in orders was mainly due to a prior period when sales were pulled forward, meaning that some sales that would have happened later happened earlier, in the range of 55 to 60 million. The cash flow from operations in the fourth quarter was $64.9 million, compared to $70.9 million in the previous year. The company has $167.7 million in cash and $571.7 million in liquidity, which includes a revolver, a type of loan. The company's net debt is $1083 million, and its covenant EBITDA, a measure of its ability to pay its debts, is $387.4 million, which means its debt is 2.80 times its ability to pay. For the first quarter of the next fiscal year, the company expects sales to be between $928 million and $968 million, and earnings per share to be between $0.33 and $0.39, with a gross margin of 38.7% to 39.7%. For the whole of the next fiscal year, the company plans to spend $125 million to $135 million on capital expenditure. This information comes from the company itself and has not been independently verified to check if there is demand for its products. https://news.millerknoll.com/2026-06-24-MillerKnoll,-Inc-Reports-Fourth-Quarter-and-Full-Fiscal-Year-2026-Results
MLKN October puts last-trade freshness = 0.28
Convex events2026-09-11 00:07
A news scan found the headline about MLKN October puts. On September 11, a retrieval had a successful HTTP 200 response with no pagination. The October 16 put with a strike price of 17.5 was last traded on September 9 at 15:35 with a price of 0.28, a high of 0.40, a volume of 2, and an open interest of 2. The October 16 put with a strike price of 20 was last traded on September 8 at 14:39 with a price of 0.71, a volume of 3, and an open interest of 1. There were no trades returned for September 10. The daily price of S20.8 is noted. A lower strike put of 28 dollars is 3.2903 percent of equity. A nearer put of 20 dollars with a price of 71 dollars is greater than 51.0594 percent of capital. The stale reference is not executable due to an outdated ask price. https://runway.adityaperswal.workers.dev/data/option-bars
MLKN New issuer-confirmed September22 BMO earnings
Convex events2026-09-11 00:07
A news scan found the issuer-confirmed earnings date for MLKN, which is Tuesday, September 22, 2026, before the market opens. There will be a separate call at 8:30 ET. This information was retrieved on September 11 and an archive link 147 was recovered after a search returned the prior fiscal year. The expiry date is October 16, which is 24 days later, and the default exit date is September 21 during the regular session. https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast
HAIN Primary event timing and unchanged option hard bound = 2.7027027027
Convex events2026-09-11 00:07
The issuer of HAIN announced that a primary event will occur before the market opens on Monday, September 14, 2026, as stated on August 17 and retrieved on September 11. The latest put option price, known as putK1, is $0.37 as of September 10 at 13:55. This price gives a maximum gross payoff of $1 divided by $0.37, which equals $2.70, and a net payoff of $1.70 after subtracting the cost, but before considering other costs. No new trade was made after the prior audit, which occurred in the same minute. The option expires on October 16, which is 32 days later. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full
HITI Primary event timing reverified at midnight
Convex events2026-09-11 00:07
The issuer of HITI confirmed that the primary event will happen after financial markets close on Monday, September 14, 2026, which was retrieved on September 11. The expiry is 32 days later, on October 16, and the default exit is during the regular session on September 11. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/
GRAL Midnight October16 put catalog screen = 27
Convex events2026-09-11 00:06
A data scan found a list of put options for GRAL with the following details: on September 11 at 00:01 UTC, the reference marks were noted without pagination. The list includes the following strike prices and corresponding prices and dates: 22.5 at 0.05 on 2026-08-10, 25 at 0.65 on 2026-06-16, 30 at 1 on 2026-07-30, 35 at 0.3 on 2026-08-26, 40 at 0.35 on 2026-09-09, 45 at 0.79 on 2026-09-09, 50 at 0.95 on 2026-09-03, 55 at 1.53 on 2026-09-09, 60 at 2.45 on 2026-09-09, 65 at 3.88 on 2026-09-09, 70 at 5.3 on 2026-09-09, 75 at 7.9 on 2026-09-09, 80 at 10.9 on 2026-09-09, 85 at 12.4 on 2026-08-27, 90 at 18.6 on 2026-08-21, 95 at 22.5 on 2026-08-21, 100 at 28.7 on 2026-08-10, and higher strike prices with no corresponding prices or dates. option_contracts
GRAL Midnight October16 call catalog screen = 27
Convex events2026-09-11 00:06
A data scan found the following list of reference marks from September 11 at 00:01 UTC. The list is: [[22.5, 44.1, 2026-08-07], [25, 55, 2026-08-28], [30, 22.56, 2026-03-17], [35, 38.45, 2026-07-21], [40, 43.8, 2026-08-25], [45, 39.2, 2026-08-25], [50, 31.22, 2026-09-08], [55, 26.84, 2026-09-08], [60, 21.32, 2026-08-31], [65, 19.83, 2026-09-04], [70, 15.35, 2026-09-04], [75, 13.2, 2026-09-01], [80, 8.52, 2026-09-09], [85, 6.9, 2026-09-09], [90, 5.6, 2026-09-09], [95, 4.2, 2026-09-09], [100, 3.35, 2026-09-09], [105, 3.68, 2026-09-01], [110, 5, 2026-08-25], [115, 1.85, 2026-09-08], [120, 1.4, 2026-09-09], [125, 1.18, 2026-09-08], [130, 1.31, 2026-09-01], [135, 0.9, 2026-09-04], [140, 0.8, 2026-09-01], [145, 1.55, 2026-05-15], [150, 1.5, 2026-08-25]]. option_contracts
HITI Frozen close versus intraday extreme coverage audit = 11.1111111111
Convex events2026-09-11 00:06
A news scan found the following data: the sample size is 9, and the returns are -5.494505494505497, -3.90625, -2.2831050228310446, -8.108108108108103, -14.814814814814826, 1.3513513513513375, -8.230452674897126, -1.6064257028112428, and 12.00000000000001. The mean return is -3.454701162957388, and the median absolute return is 5.494505494505497. The call option has a premium of 0.31, a hurdle percentage of 9.765625, and there was 1 close hit, 1 gap hit, 1 intraday extreme hit, 0 train hits, and 1 holdout hit. The put option has a premium of 0.16, a hurdle percentage of -8.59375000000001, and there was 1 close hit, 1 gap hit, 4 intraday extreme hits, 1 train hit, and 0 holdout hits. A bootstrap analysis with 100000 paths found that 0.01195 of the put fraction resamples met the 40 percent criterion, with a warning that this is a bootstrap of selected nine closes, not a posterior or trade forecast. Intraday put 4/9 is hindsight daily-low coverage, not attainable option fills, and there is no change to the frozen close criterion. This data was reconstructed from saved primary-dated event observations. Primary issuer dates in observations22929–37; https://runway.adityaperswal.workers.dev/data/stock-bars
ZUMZ Fresh pre-event put trade corrects stale missed-payoff comparison = 0.9
Convex events2026-09-11 00:06
A news scan found the headline about a pre-event put trade for ZUMZ. The trade was observed on September 9 at 13:48 with a price of $0.36 and a volume of 30. On September 10, the price was $0.85 with a volume of 1 at 18:59, and $0.90 with a volume of 10 at 19:59. The latest stock price observed at 23:24 was $13.925, which is a daily decrease of 16.666667% from $16.71. The intrinsic value of $1.075 is 1.194444 times $0.90, compared to 2.986111 times the stale price of $0.36. The $90 premium exceeds the $51.0594 cap. After hours, the stock is not executable for option sale and the intrinsic value omits time value. There is no comparable 8-event study for ZUMZ, as the sample is unavailable and not 0% wins. https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
MLKN Midnight October16 option catalog screen = 16
Convex events2026-09-11 00:06
A data scan found the following information about MLKN options, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and there is no pagination. The options catalog screen for MLKN Midnight October 16 shows the following options: MLKN261016C00012500, MLKN261016C00015000, MLKN261016C00017500, MLKN261016C00020000, MLKN261016C00022500, MLKN261016C00025000 with a price of 0.79, last updated on September 2, 2026, and a volume of 1, MLKN261016C00030000, MLKN261016C00035000, MLKN261016P00012500, MLKN261016P00015000, MLKN261016P00017500 with a price of 0.28, last updated on September 9, 2026, MLKN261016P00020000 with a price of 0.71, last updated on September 8, 2026, and a volume of 4, MLKN261016P00022500 with a price of 1.6, last updated on September 2, 2026, and a volume of 41, MLKN261016P00025000, MLKN261016P00030000, and MLKN261016P00035000. option_contracts
SRRK Midnight October16 option catalog screen = 28
Convex events2026-09-11 00:06
A data scan found the following option catalog screen for SRRK, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and there is no pagination. The catalog lists the following options: [[ option_contracts
ACB Midnight October16 option catalog screen = 14
Convex events2026-09-11 00:06
A data scan found the following option catalog screen for ACB Midnight October 16, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and there is no pagination. The catalog screen shows the following options: [[ option_contracts
SNDL Midnight October16 option catalog screen = 14
Convex events2026-09-11 00:06
A data scan found the following option catalog screen for SNDL, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and there is no pagination. The options are listed as follows: SNDL261016C00000500 with a price of 0.8 and a date of 2026-08-19, SNDL261016C00001000 with a price of 0.45 and a date of 2026-09-04, SNDL261016C00001500 with a price of 0.07 and a date of 2026-09-09, SNDL261016C00002000 with a price of 0.02 and a date of 2026-09-08, SNDL261016C00002500 with a price of 0.03 and a date of 2026-09-09, SNDL261016C00003000 with a price of 0.04 and a date of 2026-06-26, SNDL261016C00004000 with a price of 0.03 and a date of 2026-08-21, SNDL261016P00000500 with a price of 0.03 and a date of 2026-05-28, SNDL261016P00001000 with a price of 0.04 and a date of 2026-08-25, SNDL261016P00001500 with a price of 0.15 and a date of 2026-09-09, SNDL261016P00002000 with a price of 0.65 and a date of 2026-08-21, SNDL261016P00002500 with no price or date, SNDL261016P00003000 with a price of 1.59 and a date of 2026-05-26, and SNDL261016P00004000 with no price or date. option_contracts
EPM Midnight October16 option catalog screen = 6
Convex events2026-09-11 00:06
A news scan found the headline 'EPM Midnight October 16 option catalog screen' with the following information retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and does not have pagination. The options are listed as follows: the option EPM261016C00002500 had a price of 0.95 and a date of 2026-08-26 with 38 units, the option EPM261016C00005000 had a price of 0.03 and a date of 2026-08-24 with 1398 units, the option EPM261016C00007500 had a price of 0.01 and a date of 2026-08-03 with 1253 units, the option EPM261016P00002500 had a price of 0.25 and a date of 2026-09-01 with 85 units, the option EPM261016P00005000 had a price of 1.6 and a date of 2026-08-24 with 271 units, and the option EPM261016P00007500 had no price or date listed and no units. option_contracts
HAIN Midnight October16 option catalog screen = 14
Convex events2026-09-11 00:06
A data scan found the following option catalog screen for HAIN, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, which are not executable quotes, and there is no pagination. The options are listed as follows: [[ option_contracts
HITI Midnight October16 option catalog screen = 6
Convex events2026-09-11 00:06
A data scan found the following option catalog screen for HITI Midnight October 16, retrieved on September 11 at 00:01-02 UTC. The data includes reference closes, not executable quotes, with no pagination. The options are listed as follows: HITI261016C00002500 with a price of 0.31 on September 9, 2026, and 4911 contracts, HITI261016C00005000 with a price of 0.04 on September 8, 2026, and 1569 contracts, HITI261016C00007500 with a price of 0.03 on September 8, 2026, and 345 contracts, HITI261016P00002500 with a price of 0.18 on September 9, 2026, and 4080 contracts, HITI261016P00005000 with no available data, and HITI261016P00007500 with no available data. option_contracts
HITI September10 completed daily technical baseline = 2.56
Convex events2026-09-11 00:06
A news scan found the headline 'HITI September 10 completed daily technical baseline'. Measured on September 11 at 00:01:48 UTC, the system made an adjustment using all daily bars since August 1, and received an HTTP 200 response with no pagination. The results included a close price of 2.56, a day return percentage of -0.38910505836574627, a 20-day simple moving average of 2.4905, a 20-day average daily range of 0.07846999999999996, and a 14-day average true range of 0.08462857142857134. The annualized return volatility over 20 days was 35.763989934628256 percent. The Average True Range, or ATR, uses the simple 14-session mean true range, and the Return Volatility, or RV, is the sample standard deviation of 20 log returns annualized over 252 sessions; these descriptors are not event forecasts. https://runway.adityaperswal.workers.dev/data/stock-bars
HAIN September10 completed daily technical baseline = 0.6395
Convex events2026-09-11 00:06
A news scan found the headline 'HAIN September 10 completed daily technical baseline'. Measured on September 11 at 00:01:48 UTC, the data was adjusted to include all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The data showed a close price of 0.6395, a day return percentage of -0.3583670925522142, a 20-day simple moving average of 0.6925, a 20-day average daily range of 0.07634250000000001, a 14-day simple moving average of the true range, also known as average true range or ATR, of 0.07751785714285712, and a 20-day sample standard deviation of log returns annualized to 252 days, or realized volatility, of 141.62458488753603 percent. The ATR uses the simple 14-session mean true range, and the realized volatility, or RV, is the sample standard deviation of 20 log returns annualized to 252 days; these descriptors are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
EPM September10 completed daily technical baseline = 3.84
Convex events2026-09-11 00:06
The daily technical baseline for EPM on September 10 was completed. Measured on September 11 at 00:01:48 UTC, the calculation used all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The results were as follows: the closing price was 3.84, the day return percentage was 4.065040650406493, the simple moving average over 20 days was 3.6420000000000003, the average daily range over 20 days was 0.11773999999999998, the average true range over 14 days was 0.11998571428571427, and the realized volatility over 20 days annualized to 252 days was 60.65270450972135. The Average True Range, or ATR, uses a simple 14-session mean true range, and the Realized Volatility, or RV, is the sample standard deviation of 20 log returns annualized to 252 days; these descriptors are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
MLKN September10 completed daily technical baseline = 20.8
Convex events2026-09-11 00:06
The daily technical baseline for MLKN on September 10 was completed. Measured on September 11 at 00:01:48 UTC, the calculation used all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The results showed a close price of 20.8, a day return percentage of -3.9260969976905202, a 20-day simple moving average of 22.71575, a 20-day average daily range of 0.7899999999999995, and a 14-day simple moving average of the true range, also known as Average True Range or ATR, of 0.8024999999999997. The annualized return volatility, referred to as RV, calculated over 20 days and annualized over 252 days, was 27.61258986508081. Note that ATR uses the simple 14-session mean true range and RV uses the sample standard deviation of 20 log returns annualized over 252 days, and these descriptors are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
GRAL September10 completed daily technical baseline = 77.56
Convex events2026-09-11 00:06
The GRAL September 10 completed daily technical baseline was measured on September 11 at 00:01:48 UTC. This measurement used all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The results showed a close price of 77.56, a day return percentage of 0.10325245224573898, a 20-day simple moving average of 77.22249999999998, a 20-day average daily range of 4.4487000000000005, and a 14-session simple moving average of true range of 4.456742857142858. The annualized return volatility, which uses a sample standard deviation of 20 log returns annualized over 252 periods, was 47.47632159142783. ATR, or Average True Range, uses a simple 14-session mean true range, and RV, or Return Volatility, sample standard deviation of 20 log returns annualized over 252 periods. These descriptors are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
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