Notes

A news scan found the headline 'SFIX R91306 2024-09-24 option replay lag2'. The provided data is about an option for the symbol SFIX241018C00005000, which expires on 2024-10-18. The selection spot was 4.18. The entry date was 2024-09-20 and the exit date was 2024-09-23, with a post date of 2024-09-25. On the entry date, the bar had a close price of 0.15, a high price of 0.16, a low price of 0.1, and a volume of 5. On the exit date, the bar had a close price of 0.1, a high price of 0.1, a low price of 0.1, and a volume of 10. The relative strength index, or RSI, which measures the speed and change of price movements, was 62.065026777916074. The option was above 50, which is a level that indicates a certain trend. The rv20, which is a measure of volatility, was 0.6458265817030377. The net result was -0.5714285714285714 and the stress, which is a measure of risk, was -0.7499999999999999. The event was complete. The issuer schedule re-opened on September 13, with a quote 'after market close', and an event date of 2024-09-24. The prior-day selection used a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The marks are not fills, which means they are not actual trades, and null endpoints are excluded, with no forward fill, or ffill, which is a method of filling missing data. The baseline cost per share per side is 0.025 and the stress cost is 0.05. The training data includes the first 8 and holds out the last 2, with a calendar holdout. There is a holiday repair scheduled for June 18, 2026. https://www.globenewswire.com/news-release/2024/09/10/2944115/0/en/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2024-Financial-Results-and-Conference-Call.html ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R91306 2024-06-04 option replay lag5'. The details of an option trade for the symbol SFIX240621C00002500, which expires on 2024-06-21, are as follows: the selection spot was 2.33, the entry date was 2024-05-28, the exit date was 2024-06-03, and the post date was 2024-06-05. The entry bar, which is a period of trading, had a closing price of 0.21, a high of 0.21, a low of 0.21, and a volume of 2, on 2024-05-28. The exit bar had a closing price of 0.31, a high of 0.34, a low of 0.28, and a volume of 29, on 2024-06-03. The post bar had a closing price of 0.92, a high of 1.3, a low of 0.65, and a volume of 86, on 2024-06-05. The relative strength index, or RSI, which measures the speed and change of price movements, was 51.185389491687076. The option was above 50, which means it was in a certain range. The rv20, which is a measure of volatility, was 0.754118549417604. The net result was 0.21276595744680854. There was no stress, which refers to market instability, and the trade was complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and an event date of 2024-06-04. The prior-day selection was based on a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks were not fills, which means they were not actual trades, and null endpoints were excluded, with no forward fill, which is a method of filling in missing data. The baseline cost per share per side was 0.025, and the stress cost was 0.05. The first 8 trains, which are periods of training, and the last 2 known calendar holdouts, which are periods of testing, were used. There will be a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R91306 2024-06-04 option replay lag3'. This refers to a trading option for the stock symbol SFIX, which is a type of financial instrument that gives the buyer the right to buy or sell a stock at a certain price. The option has an expiry date of 2024-06-21 and a strike price of $0.25. The selection spot, which is the price at which the option was chosen, was $2.20. The entry date, which is when the option was bought, was 2024-05-30, and the exit date, which is when the option was sold, was 2024-06-03. The post date, which is when the outcome was evaluated, was 2024-06-05. On the entry date, the stock price was between $0.15 and $0.25, with a closing price of $0.15. On the exit date, the stock price was between $0.28 and $0.34, with a closing price of $0.31. On the post date, the stock price was between $0.65 and $1.30, with a closing price of $0.92. The relative strength index, or RSI, which is a measure of how quickly the stock price is changing, was 44.84. The option was not above the 50-day moving average, which is a measure of the stock's average price over the past 50 days. The realized volatility, or RV20, which is a measure of how much the stock price has changed over the past 20 days, was 0.77. The net result, which is the profit or loss from the trade, was $0.63. The stress, which is a measure of how much risk was taken, was 0.3. The trade was complete. The issuer schedule was re-opened on September 13, with a quote given after market close on the event date of 2024-06-04. The prior-day selection was based on a 2.5 strike grid, with a monthly expiry of at least 7 days. The marks, which are the prices at which the option was bought and sold, were not fills, which means they were not the actual prices at which the trades were made. The null endpoints, which are the prices at which the option would be worthless, were excluded, and there was no forward fill, which means that missing prices were not estimated. The baseline cost per share per side, which is the cost of buying or selling the option, was $0.025, and the stress cost was $0.05. The first 8 days were used for training, and the last 2 days were held out, which means they were not used to evaluate the trade. There will be a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about SFIX option replay on 2024-06-04 with a lag of 2. The option details are as follows: the symbol is SFIX240621C00002500, which is a call option, expiry is 2024-06-21, and the selection spot is 2.27. The entry date is 2024-05-31, exit date is 2024-06-03, and post date is 2024-06-05. On the entry date, the bar details are: close price is 0.29, high price is 0.3, low price is 0.15, number of trades is 4, open price is 0.15, time is 2024-05-31T04:00:00Z, volume is 5, and volume weighted average price is 0.24. On the exit date, the bar details are: close price is 0.31, high price is 0.34, low price is 0.28, number of trades is 5, open price is 0.3, time is 2024-06-03T04:00:00Z, volume is 29, and volume weighted average price is 0.303103. On the post date, the bar details are: close price is 0.92, high price is 1.3, low price is 0.65, number of trades is 26, open price is 1.1, time is 2024-06-05T04:00:00Z, volume is 86, and volume weighted average price is 1.081279. The relative strength index, or RSI, which measures stock price movement, is 48.59785292323326, and the option is not above 50. The realized volatility, or RV, which measures price fluctuations, over 20 days is 0.7794769821198572. The net result is -0.09523809523809519, and the stress, which measures potential loss, is -0.23529411764705882. The trade is complete. The issuer schedule was re-opened on September 13, with a quote 'after market close', and the event date is 2024-06-04. The prior-day selection used a 2.5 strike grid, with a monthly expiry of more than or equal to 7 days. The marks are not fills, and null endpoints are excluded, with no forward fill. The baseline cost per share per side is 0.025, and the stress cost is 0.05. The training data used the first 8 days, and the last 2 days were held out, with a calendar holdout. There is a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Third-Quarter-2024-Financial-Results-and-Conference-Call-05-21-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R91306 2024-03-04 option replay lag5'. The provided data is about an option for the stock symbol SFIX, specifically the option SFIX240315C00002500, which expires on 2024-03-15. This option was selected on 2024-02-26 and exited on 2024-03-01, with a post-exit analysis on 2024-03-05. The selection spot was 3.24. The post-exit analysis shows the option's price opened at 0.33, reached a high of 0.34, and a low of 0.24, with a closing price of 0.24, and 266 trades were made. The relative strength index, or RSI, a measure of how quickly a stock is changing, was 43.796312111805555, which is below 50, indicating the stock is not overbought. The RV20, a measure of recent volatility, was 0.7202156918054956. The option's status is not complete. The issuer schedule was re-opened on September 13, with a quote given after market close on the event date of 2024-03-04. The prior-day selection used a 2.5 strike grid with a monthly expiry of more than or equal to 7 days. The marks are not fills, meaning they are not actual trades, and null endpoints are excluded with no forward fill, or ffill, a method of filling in missing data. The baseline cost per share per side is 0.025, with a stress test of 0.05. The training data includes the first 8 days and holds out the last 2 known calendar days. There is a holiday repair scheduled for June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R91306 2024-03-04 option replay lag3'. The provided data is about an option for the stock symbol SFIX, specifically the option SFIX240315C00002500, which expires on 2024-03-15. This option was selected on 2024-02-28 with a price of 3.36, entered on the same day, and exited on 2024-03-01. The data includes information about the option's performance on 2024-03-05, with an opening price of 0.33, a high of 0.34, a low of 0.24, and a closing price of 0.24, with 266 trades and a volume-weighted average price of 0.243872. The Relative Strength Index, or RSI, a measure of how quickly the price of a stock is changing, was 47.77807702850687, which is below 50, indicating the stock is not overbought. The rv20, a measure of volatility, was 0.695555718774198. The data also mentions that the issuer schedule re-opened on September 13, with a quote 'after market close', and an event date of 2024-03-04. The selection was based on a prior-day selection with a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The data excludes null endpoints and does not include filled orders, with a baseline cost of 0.025 per share and a stress cost of 0.05. The training data includes the first 8 days and holds out the last 2 known calendar days, with a holiday repair scheduled for June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R91306 2024-03-04 option replay lag2'. The provided data is about an option for the stock symbol SFIX, specifically the option SFIX240315C00002500, which expires on 2024-03-15. This option was selected on 2024-02-29 with a price of 3.23, entered on the same day, and exited on 2024-03-01. The data includes information about the option's performance on 2024-03-05, with an opening price of 0.33, a high of 0.34, a low of 0.24, and a closing price of 0.24, with 22 trades and a volume of 266. The relative strength index, or RSI, a measure of how quickly a stock is changing, was 44.09000860923297, which is below 50, indicating the stock is not overbought. The RV20, a measure of recent volatility, was 0.7084125774917162. The option is not yet complete. The issuer schedule was re-opened on September 13, with a quote given after market close on the event date of 2024-03-04. The selection was made based on a prior-day selection with a 2.5 strike grid and a monthly expiry of more than or equal to 7 days. The data does not include filled orders, only marks, and excludes null endpoints without forward filling. The baseline cost per share per side is 0.025, with a stress test of 0.05. The training data includes the first 8 days and holds out the last 2 known calendar days. There is also a note about a holiday repair on June 18, 2026. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-Date-for-Second-Quarter-2024-Financial-Results-and-Conference-Call-02-20-2024/default.aspx ; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars

A query of trades showed that there were no own positions, orders, or closes, and the live win rate and slippage could not be determined, but were not zero. All 5 active collectors exited at the following times: 05:31:29 on September 13 for collector 192, 05:31:21 for collector 199, 05:01:09 for collector 230, 02:31:04 for collector 252, and 04:16:15 for collector 256, all in UTC time. The remaining balances were 32, 58, 72, 95, and 71. A total of 200 outputs were parsed with no reported errors or pagination issues, and all 13 option legs and 5 stocks for collector 256 were present. Initially, a regular expression to check for whitespace incorrectly flagged collectors 192 and 199, but the full JSON statuses were read and showed a status of 200. The system will retain healthy jobs and not create any new duplicate schedules. query_trades fund=convex ; list_jobs fund=convex retrieved2026-09-13 06UTC

On September 2, the issuer re-opened this run, which will happen after the market closes on Wednesday, September 23, 2026. The expiry date is October 16, which is 23 days later, and the default exit is set for September 22 during regular trading hours. The catalog has no pagination and uses an American multiplier of 100. It includes the following contracts: a call option with a strike price of 2.5 and a premium of 0.50, which had an open interest of 469 on September 10; a call option with a strike price of 5 and a premium of 0.05, which had an open interest of 58 on September 10; a put option with a strike price of 2.5 and a premium of 0.12, which had an open interest of 65 on September 11; and a put option with a strike price of 5 and a premium of 2.08, which had an open interest of 42 on September 11. All open interest values are from September 10. The trade closes are not based on executable quotes. On September 11, the stock price was 2.95, and the intrinsic value of the call option with a strike price of 2.5 was 0.45, which means there is a conviction risk of 45 USD above 42.55, and the current premium of 50 USD is more than 5% of the account. This information comes from the closest issuer schedule and venue metadata, and no actual first-news minute is inferred. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx ; option_contracts SFIX retrieved2026-09-13 06UTC

A hypothetical joint risk coverage for SFIX, with a grid named Centgrid, has a range of 0.01 to 0.42. The full premium is less than or equal to 0.255297, and it includes an American intrinsic floor, which is a type of option valuation method. The costed coverage is greater than or equal to 4/10, and 100 times the price plus 0.05 is less than or equal to the empirical half Kelly times 850.99. This is all hypothetical and not meant to be executable or fair value estimates. The target hits use intrinsic value greater than or equal to 4 times the price only, and the quarter probe constraint is not enforced in this grid. No order is placed. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A hypothetical joint risk coverage grid for SFIX, with a standard deviation of 2.8, was created. The grid has the following parameters: a centric grid range of 0.01 to 0.42, a full premium less than or equal to 0.255297, an American intrinsic floor, and a costed coverage greater than or equal to 4/10. The condition 100 times the price plus 0.05 is less than or equal to the empirical half Kelly times 850.99 must be met. This is all hypothetical and does not represent executable or fair value estimates. The target hits use an intrinsic value greater than or equal to 4 times the price only, and the quarter probe constraint is not enforced in this grid. No order was placed. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A news scan found the following data line: a hypothetical joint risk coverage Kelly grid for SFIX with a value of 2.75, with the following details: a list of results including a probability of 0.25, 4 hits, a target of 2 hits, Kelly dollars of 68.381381, and a mean R of 0.341312. The Centgrid has a range of 0.01 to 0.42, a full premium of 0.255297 or less, an American intrinsic floor, and a costed coverage of at least 4/10. The condition 100 times the probability plus 0.05 is less than or equal to the empirical half Kelly times 850.99. This is all hypothetical and not meant to be executable or fair value estimates. The target hits use an intrinsic value of at least 4 times the probability only, and the quarter probe constraint is not enforced in this grid. There is no order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A news scan found a list of hypothetical joint risk coverage data for SFIX, including a Kelly grid with S=2.7. The data is as follows: a list of results with different probabilities, including the number of hits, target hits, Kelly dollars, and mean R. The list includes the following data points: a probability of 0.2 with 4 hits, 2 target hits, 78.674239 Kelly dollars, and a mean R of 0.471218, a probability of 0.21 with 4 hits, 2 target hits, 72.247943 Kelly dollars, and a mean R of 0.414633, a probability of 0.22 with 4 hits, 2 target hits, 65.785156 Kelly dollars, and a mean R of 0.362239, a probability of 0.23 with 4 hits, 2 target hits, 59.282173 Kelly dollars, and a mean R of 0.313588, a probability of 0.24 with 4 hits, 2 target hits, 52.735615 Kelly dollars, and a mean R of 0.268292, and a probability of 0.25 with 4 hits, 1 target hit, 46.142366 Kelly dollars, and a mean R of 0.226015. The Centgrid range is from 0.01 to 0.42, with a full premium less than or equal to 0.255297, and an American intrinsic floor, with a costed coverage greater than or equal to 4/10, and 100 times the probability plus 0.05 less than or equal to the empirical half Kelly times 850.99. This data is hypothetical and not executable or fair value estimates. The target hits use intrinsic greater than or equal to 4p only, and the quarter probe constraint is not enforced in this grid. There is no order. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A news scan found the following data: a list of hypothetical risk coverage scenarios for SFIX, with a grid of values including probability, hits, target hits, Kelly dollars, and mean R. The list includes 12 scenarios with probabilities ranging from 0.1 to 0.2. The grid has a centrange of 0.01 to 0.42, with a full premium less than or equal to 0.255297, and an American intrinsic floor. The costed coverage is greater than or equal to 4/10, and 100 times the probability plus 0.05 is less than or equal to the empirical half Kelly times 850.99. The target hits use intrinsic greater than or equal to 4p only, and the quarter probe constraint is not enforced in this grid. There is no order. The data is hypothetical and not executable or fair value estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A news scan found the following data: a list of hypothetical risk coverage scenarios for SFIX, with a grid of values from 0.01 to 0.42. The list includes the probability of an event, the number of hits, the target hits, the Kelly dollars, and the mean R. The Kelly dollars are calculated based on a formula, which is a method to determine the optimal amount to invest, and the mean R is the average return. The grid has the following constraints: the full premium is less than or equal to 0.255297, the American intrinsic floor is used, the costed coverage is greater than or equal to 4/10, and 100 times the probability plus 0.05 is less than or equal to the empirical half Kelly times 850.99. The target hits are calculated using the intrinsic value greater than or equal to 4 times the probability only, and the quarter probe constraint is not enforced in this grid. There is no order, and all scenarios are hypothetical and not executable or fair value estimates. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

This message replaces an incorrect piece of information, '32.81869%liquidcash?', which was found in a previous note numbered 27214. This information is not valid and should not be used. The correct calculations are as follows: the company spent 15.1 million dollars on buying back its own shares in the third quarter, and it had 6.5 million dollars in free cash flow, which means it had 8.6 million dollars left. The average price at which the company bought back its shares can be calculated by dividing the total amount spent on buying back shares, 15.1 million dollars, by the number of shares bought back, 4.5 million, which equals 3.355556 dollars per share. This information was confirmed on June 10, based on the company's report for the third quarter, which ended on May 2, and no new information about the percentage of cash has been adopted. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A news scan found the following data for SFIX: on September 11, the closing price was 2.95. The stock had 926 daily rows. The Simple Moving Average, or average price, over 20 days was 3.15725, and over 50 days was 3.5796. The Relative Strength Index, a measure of stock activity, was 35.386979, and the Average True Range, a measure of price volatility, was 0.146365. The annual return volatility over 20 days was 42.610824 percent. A statistical analysis of the stock's daily returns over 60 days found an alpha of -0.00600406, a beta of 0.786945, and a correlation of 0.153943. The stock's price range over the last 20 sessions, including September 11, was 2.82 to 3.665, which differs from the prior 20-day window of 3.71. On June 10, the issuer reported its Q3 results, which ended on May 2: it had 2.309 million active clients, a 0.9 percent increase from the previous quarter and a 1.9 percent decrease from the previous year. The gross margin was 43.7 percent, a 50 basis point decrease from the previous year. The free cash flow for Q3 was 6.5 million, and the company bought back 15.1 million dollars' worth of shares, or 4.5 million shares. The company had 229.4 million dollars in liquid assets and no debt. This information was reverified on September 13. The forecast for Q4 revenue is 322 to 327 million dollars, and the forecast for EBITDA is 7 to 10 million dollars, but these are not actual results. The arithmetic buyback price was 3.355556, and the percentage of liquid cash used for buybacks was 32.81869 percent. However, this calculation was not adopted, and instead, the excess buybacks over the quarter's free cash flow were 8.6 million dollars, calculated as 15.1 - 6.5 million dollars. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A news scan found a table of hypothetical spot prices for SFIX, which is a stock ticker symbol. The table has seven rows, each representing a different hypothetical spot price, from 2.5 to 2.95. The columns in the table are: S, which is the hypothetical spot price, intrinsic, which is the minimum value of the stock, coverage ceiling, which is the maximum price the fund is willing to pay, normal ceiling, which is the normal maximum price, conviction ceiling, which is the maximum price the fund is willing to pay with high conviction, mean payout, which is the average payout, premium for 3x mean, which is the premium for three times the mean payout, and premium for 3x allin, which is the premium for three times the all-in payout. The table shows the following values: for S = 2.5, intrinsic = 0, coverage ceiling = 0.179211, normal ceiling = 0.179211, conviction ceiling = 0.179211, mean payout = 0.248959, premium for 3x mean = 0.082986, premium for 3x allin = 0.032986, for S = 2.6, intrinsic = 0.1, coverage ceiling = 0.28838, normal ceiling = 0.255297, conviction ceiling = 0.28838, mean payout = 0.302764, premium for 3x mean = 0.100921, premium for 3x allin = 0.050921, for S = 2.7, intrinsic = 0.2, coverage ceiling = 0.397548, normal ceiling = 0.255297, conviction ceiling = 0.397548, mean payout = 0.367805, premium for 3x mean = 0.122602, premium for 3x allin = 0.072602, for S = 2.75, intrinsic = 0.25, coverage ceiling = 0.452132, normal ceiling = 0.255297, conviction ceiling = 0.425495, mean payout = 0.402394, premium for 3x mean = 0.134131, premium for 3x allin = 0.084131, for S = 2.8, intrinsic = 0.3, coverage ceiling = 0.506716, normal ceiling = 0.255297, conviction ceiling = 0.425495, mean payout = 0.437463, premium for 3x mean = 0.145821, premium for 3x allin = 0.095821, for S = 2.9, intrinsic = 0.4, coverage ceiling = 0.615885, normal ceiling = 0.255297, conviction ceiling = 0.425495, mean payout = 0.515586, premium for 3x mean = 0.171862, premium for 3x allin = 0.121862, for S = 2.95, intrinsic = 0.45, coverage ceiling = 0.670469, normal ceiling = 0.255297, conviction ceiling = 0.425495, mean payout = 0.554648, premium for 3x mean = 0.184883, premium for 3x allin = 0.134883. The coverage ceiling is calculated as S times 1.091684434968 minus 2.5 minus 0.05. The intrinsic lower bound is the maximum of S minus 2.5 and 0. The dollar caps are 25.5297 for normal and 42.5495 for conviction. The 3x columns are based on the intrinsic expectation only. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/study.py

A news scan found the following data: SFIX R91304 whole-call Monte Carlo and residual-volatility sensitivity analysis results are as follows. The Monte Carlo analysis, a method to estimate possible outcomes, showed cash quantiles of 6.0187473903966975, 47.120000000000005, and 482.8286003513964, a loss percentage of 80.73, a median drawdown percentage of 60.5995402313897, and a mean of 7.2077 tickets. The residual analysis, which looks at what is left after explaining a variable, had the following results for different assumed volatility levels, also known as implied volatility or IV, which is a measure of how much a stock's price is expected to fluctuate: for an assumed IV of 0.4, the mean payout was 0.5774667727096784, with 0 target hits and a maximum payout of 1.7642810081675706, for an assumed IV of 0.8, the mean payout was 0.6232849852584095, with 0 target hits and a maximum payout of 1.76490589984728, for an assumed IV of 1.2, the mean payout was 0.6877210379879761, with 0 target hits and a maximum payout of 1.7773388462326714, and for an assumed IV of 2, the mean payout was 0.8499027730372287, with 0 target hits and a maximum payout of 1.8741898433561668. The target hurdle, or the minimum return required, was 52.542372881355924. These results are based on historical stock moves mapped to hypothetical option intrinsic value, which is not the actual profit and loss of an executable option. The Monte Carlo analysis started with 102.12 opportunities and stopped buying when the price fell below 55. The residual analysis used the Black-Scholes model, which assumes a 22-day period, a 4% interest rate, no dividends, and implied volatility levels of 40%, 80%, 120%, and 200%, without fitting the IV or making an actual forecast. All measurements were retrieved and computed on September 13. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py seed91304

A news scan found the following data: a call payoff bootstrap and Kelly analysis for SFIX R91304. The analysis includes the following metrics: the mean intrinsic value of a call option is 0.5546481814209724. The net return, or net_R, has a mean of 0.008451238947222573 and a win percentage of 40 over 10 periods, or N. The train set, which is a subset of data used for training, has a mean return of -0.03985508346587324 and a win percentage of 37.5 over 8 periods. The known holdout set, which is a subset of data not used for training, has a mean return of 0.20167652859960583 and a win percentage of 50 over 2 periods. The drop largest set, which excludes the largest return, has a mean return of -0.23470283946575632 and a win percentage of 33.33333333333333 over 9 periods. The bootstrap analysis, which is a method of estimating uncertainty, resulted in values of -0.6001803992473624 and 0.7105249001842948. The percentage of positive bootstrap results is 49.21. The half Kelly fraction, which is a measure of optimal bet size, is 0.0037798801879280687, and the corresponding dollar amount is 3.216640241124907. This analysis is based on historical stock moves mapped to hypothetical option intrinsic values, and is not an executable option profit and loss statement. The analysis assumes 20 independent and identically distributed opportunities, a start date of October 12, and a stop buying signal below 55. The residual BlackScholes model assumes 22 days, a 4% interest rate, no dividends, and implied volatility of 40, 80, 120, and 200%, without fitted or actual forecasted volatility. All measurements were retrieved and computed on September 13. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts SFIX ; research/study.py seed91304

A news scan found the trade-bar receipt for SFIX R91304 catalog. The catalog has six contracts from September 30 to October 30 with no pagination, using the standard American multiplier of 100 from October 16. The contracts include C2.5 at $0.50 on September 10 with an open interest of 469, C5 at $0.05 on September 10 with an open interest of 58, and C7.5 which is unpriced. There are also P2.5 at $0.12 on September 11 with an open interest of 65, P5 at $2.08 on September 11 with an open interest of 42, and P7.5 at $4.4 on September 3 with an unknown open interest. Recent trade activity includes four days of trading for C2.5, with the last trade on September 10 being one contract, five days of trading for C5, with the last trade on September 10 being one contract, and seven days of trading for P2.5, with the last trade on September 11 being 100 contracts. There is no evidence of synchronous asks or executions. The system was updated to remove an optional end query in bounded recovery and single-symbol stocks, which was successful, but the root cause of the 403 error was not established. The current price of S2.95 is from September 11. option_contracts SFIX retrieved2026-09-13 ; https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline 'Stitch Fix Announces Date for Third Quarter 2026 Financial Results and Conference Call' on 2026-06-10. The stock price of SFIX was 3.6 before the market closed, then opened at 3.83 and closed at 4.2. This means the price moved up by 0.17, or 16.67 percent, with a gap of 0.06 from the previous close. The lowest price was 0.04 less than the open price. The issuer, Stitch Fix, announced that it will release its financial results after the market closes, which is confirmed by the issuer's schedule, not an independent audit of the actual release time. This information was retrieved at 04UTC on 2026-06-11 and the stock's daily response to the earnings release was recalculated. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Third-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Stitch Fix Announces Date for Second Quarter 2026 Financial Results and Conference Call' on 2026-03-11. The company, SFIX, announced that it will release its financial results after the market close on 2026-03-11. On that day, the stock price was 3.38 before the market closed, opened at 3.35, and closed at 3.3. The price moved down by 0.023668639053254448, with a gap of -0.008875739644970349 and a low of -0.10207100591715967. This information was retrieved at 04UTC and the source is the issuer's schedule, not an independent audit of the actual release timestamp. The issuer announcement is scheduled to reopen on September 13. The daily response of the stock price from the release date to the next session's close was recalculated on 926 SIP adjustment, and all rows were unchanged. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about Stitch Fix announcing its first quarter 2026 financial results and conference call. This event is scheduled for after market close on 2025-12-04. On that day, the stock price of SFIX opened at 4.4 dollars, closed at 5.12 dollars, with a pre-close price of 4.69 dollars. The stock moved up by 9.17 percent, with a gap of -6.18 percent and a low of -14.29 percent. This information was retrieved on 2025-12-04 at 04UTC. The issuer, Stitch Fix, re-opened on September 13 and the quote date and after market close time were verified. The daily response was recalculated on 926 SIP adjustments, with no changes. The source of this information is the issuer's schedule, not an independent audit of the actual release timestamp. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'Stitch Fix Announces Date for Fourth Quarter and Full Fiscal Year 2025 Financial Results and Conference Call' on the investor website of Stitch Fix, which is a company that trades on the stock market under the ticker SFIX. The company announced that it will release its financial results after the market close on 2025-09-24. On that day, the stock price was 5.64 before the market closed, then it opened at 4.775, and closed at 4.71. The price moved down by 0.16489361702127658, with a gap of -0.15336879432624106, and a low of -0.1950354609929077. This information was retrieved on 2025-09-25. The company had previously announced this date on September 13. The daily response of the stock price to the earnings release was recalculated on September 26, but it did not change. The source of this information is the company's schedule, not an independent audit of the actual release time. The company stated that the financial results would be released 'after market close'. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx ; https://runway.adityaperswal.workers.dev/data/stock-bars