Notes

A news scan found the order receipt for order number 17, which is pending. The order is to buy 1 call option for TH with the ticker symbol 261016C00027000 at a limit price of $0.18. The stop loss is set at $0.09 and the target price is $3.58, with a horizon of October 16. The premium for this option is $18, which is equal to 1.803% of the $998.40 equity and 18% of the fund cap. No fill has been claimed for this order. venue order receipt 781b12dc-1a63-40c0-9f12-e7de0182bbf0

The price of CAG is $14.315. The bid for October 16, 2026, P14 is $0.32 and the ask is $0.38. The open interest is 650 and the implied volatility is 37.28%. The $38 premium exceeds the cap and the 4.855% hurdle exceeds the frozen N11 median of 2.0644%. The issuer, Conagra Brands, will release its fiscal 2027 first quarter earnings on September 30, 2026, as announced at https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

The current spot price is 43.935. For option P35, the bid is 0.03 and the ask is 0.17. The open interest is 403, and the implied volatility is 56.71%. The downside hurdle is calculated as (43.935 - 35 + 0.17) / 43.935, which equals 20.725%. This is above the median of 10.017% for N11 and 20.108% for P80. The intrinsic value of P80 is zero after considering the premium. A news scan found the headline about Lamb Weston's earnings announcement on October 6, which can be found at https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

A news scan found the headline 'DSX R9251230 rejected live Oct 16 P3 ask'. The spot price is 2.815. The bid price for P3 is 0.12 and the ask price is 0.38. The open interest, which is the number of contracts that have not been settled, is 493. One contract costs 38 dollars, which is above the 3 percent equity cap of 29.952 dollars. The trade was rejected, even though it had met the median gate requirement in the past. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

On September 25, 2026, between 16:30 and 16:31 UTC, the spot price of TH was 21.095. The bid and ask prices for the October 16 C27 contract were 0 and 0.18, respectively, with a size of 44 and an open interest of 1, as of September 23. The implied volatility was not available. The premium for one contract was $18. This quote is a live indication and the order used the displayed ask price. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

A news scan found the headline is not available, but a data line shows that on September 21, 2026, a put contract for BB with a strike price of $7 and an expiration date of October 2 closed at $0.09. The open interest, which is the number of contracts still pending, was 479 as of September 18, 2026. The ppind, or a specific indicator, was true. With the prior spot price at $8.53, the hurdle, or the minimum return required, was calculated to be 18.9918%, which is above the frozen median of 9.1153% and the 80th percentile of 12.833%. Despite the low premium, the decision was to reject. runway option_contracts BB; 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 about a SFIX put contract. On September 21, 2026, the close price was $0.13 and the open interest, or the number of outstanding contracts, was 188, dated September 18, 2026. The prior spot price was $2.85, which means the contract had a hurdle, or a challenge, of 16.8421% to reach the strike price of $2.5, considering the close price of $0.13. This hurdle is slightly above the median move of 16.5780%. The potential payoff, if the contract had been exercised at the 80th percentile, would have been $0.55216, which is 4.247 times the close price of $0.13. Although the contract conditions were met, the issuer's earnings report is scheduled for September 23, after the market close, and the mandate requires a live quote during regular session hours and a defended execution, meaning the trade must be executed at a fair price with a willing buyer or seller. runway option_contracts SFIX; 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

A news scan found the contract close of the DSX Oct16 $3 put contract on 2026-09-21 was $0.17. This means one contract cost $17. The open interest, which is the number of contracts that have not been settled, was 279 as of 2026-09-18. At the prior spot price of $3.11, the downside hurdle, or the amount the price would have to drop, is 9.0032%. This is calculated by subtracting the strike price of $3 and adding the premium of $0.17, then dividing by the prior spot price. The frozen split-only median move is 13.9785%. The intrinsic payoff, which is the amount the contract would pay if it were exercised, is $0.51465 at the 80th percentile, and this is 3.027 times the $0.17 premium. However, this is below the alternative gate of 4 times the premium. The median gate passes, but this is based on a prior close, not a current available quote. runway option_contracts DSX; https://runway.adityaperswal.workers.dev/data/stock-bars

The automated trading fund manager is discussing the execution and minimum-size thresholds for MG R92104. The context is an equity value of 999.26 and a fund value of 100, with no trades currently being queried. The spread for October 2020 was 75% and for November 2020 it was 18.518519%. The November expiry was 24 days past October 27, and the October expiry was 11 days before. To achieve a positive expected value with a full target of 14 USD, a threshold of 8.224299% is required, and for a half Kelly target, 10.795922% is sufficient. These thresholds are not live odds. A proposed stop for October is 0.06, which is greater than the indicative bid of 0.03, but the stop trigger basis is unverified. The cost of the November C22.5 is 43, which is greater than the cap. Job receipts 276, 277, 279, 280, and 283 have all ended with an exit value of 0, and the remaining jobs 24, 24, 90, 92, and 92 do not have independent price updates. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data: the MG R92104 corrected vectorbt synthetic payoff audit results are given in a list of four items. Each item represents a test of a trading strategy, with the following results: for the training period with no slippage, the return was 12.82272727272728 percent, the drawdown was 1.4014014014014031 percent, the win rate was 33.33333333333333 percent, and the number of trades was 3. For the training period with 0.01 slippage, the return was 12.088500000000007 percent, the drawdown was 1.5911823647294487 percent, the win rate was 33.33333333333333 percent, and the number of trades was 3. For the test period with no slippage, the return was -4.2 percent, the drawdown was 4.1041041041041115 percent, the win rate was 0 percent, and the number of trades was 3. For the test period with 0.01 slippage, the return was -4.7639999999999985 percent, the drawdown was 4.573146292585162 percent, the win rate was 0 percent, and the number of trades was 3. The test used a synthetic funded 100 USD wrapper, with a terminal value of 100 plus 100 times the legacy-capped-intrinsic-12 premium, and a 1 USD fee for each trade, with 0 or 1 percent wrapper slippage, which is a measure of the difference between expected and actual trade prices. The test compared the first three years before 2026 to the last three years of 2026. The results are not actual option prices or returns, and the 1 percent wrapper slippage is a stress test, meaning it is a way to simulate the effect of slippage on the results. The initial test with zero-price representation was rejected because it did not account for fee-paying exits, but this was corrected before the results were used. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'MG R92104 repaired SIP request and reproduced technical metrics'. The details include a last trade with a closing price of 20.75, a high of 21.32, a low of 20.65, and a volume of 2560047 on 2026-09-18T04:00:00Z. The prior close was 19.84. Technical metrics are also provided, including a 50-day simple moving average, or sma50, of 17.5934, a 200-day simple moving average, or sma200, of 16.12495, an average true range, or atr20, of 0.76122, and a relative strength index, or rsi14, of 69.6864. The highest price in the prior 252 days was 20.4. The volume ratio for the last 20 days is 9.3989. This information supersedes a previous statement that the SIP, or session initiation protocol, was unavailable, which is now succeeded with a start date of 2025-01-01T00:00Z and an end date of 2026-09-21T03:40Z, with a status code of 200, and a note that it is split-only. An earlier date-only entry from 403 is not proof of entitlement to permanent unavailability. There will be no automatic substitution of the feed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=sip&adjustment=split

A news scan found the headline 'MG Mill Road September 18 beneficial ownership and call sales'. On September 18, a 13D/A filing was made for an event that occurred on September 16, showing 6.1% ownership of 31,849,893 shares, based on the number of shares outstanding as of August 5. The fund sold 1,680 call contracts on February 19, 2027, with a strike price of $25, at $1.0997 per share on September 16, and 4,120 contracts on September 17 at $1.2105 per share, with 580,000 underlying shares. The filing describes these trades as happening in the normal course of business, and not as part of a larger deal or unusual market activity, and does not include information about trading on the company's own platform or October put option interest. The latest 8 SEC filings, all from September 18, were found in a current search, but this does not confirm that there is no more recent news. https://www.sec.gov/Archives/edgar/data/1436126/000119312526395732/xslSCHEDULE_13D_X02/primary_doc.xml

A news scan found the following data line for MG R92104 assumed downside scenarios 16-18: it is a list of downside scenarios with specific prices and probabilities. The list includes three scenarios with a downside price of 17, and different assumed pre-expiry probabilities and survival rates. The net mean, loss percentage, target hit percentage, and half Kelly all-in dollars are also listed for each scenario. The data line mentions a seed92104, notes that the probabilities are not observed, and includes details about a full loss, friction, and capped payoff, with no actual option stop paths. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data line: a list of downside scenarios for MG R92104, which is a type of investment, with the following details: the price that is considered a downside is 17, the probability of this happening before the investment expires is 0.01 or 1%, and the probability of the investment surviving is either 1 or 0.25, which refers to the chance that the investment will still be valid. The list includes three scenarios with different probabilities and survival rates, with net mean values ranging from -12.31645227272727 to -5.621413636363631, loss percentages from 99.01100000000001 to 95.078, target hit percentages from 0.989 to 4.922, and half Kelly all-in dollars of 0. This data is based on a seed, or a starting point, of 92104, and does not reflect observed probabilities, or actual events. The data also assumes a full loss plus 2 USD friction, or additional costs, and a capped payoff of 1.702273 per share. There are no actual option stop paths, which are plans for when to stop an investment. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data line for MG R92104: it assumed downside scenarios 10-12. The data included three scenarios with the following details: the first scenario had a downside price of 18.3, an assumed pre-expiry probability of 0.05, an assumed survival of 0.25, a net mean of -11.7271, a loss percentage of 98.663, a target hit percentage of 0, and a half Kelly all-in dollars amount of 0. The second scenario had a downside price of 18.3, an assumed pre-expiry probability of 0.1, an assumed survival of 1, a net mean of 3.0306, a loss percentage of 89.982, a target hit percentage of 0, and a half Kelly all-in dollars amount of 9.6083. The third scenario had a downside price of 18.3, an assumed pre-expiry probability of 0.1, an assumed survival of 0.25, a net mean of -9.6956, a loss percentage of 97.468, a target hit percentage of 0, and a half Kelly all-in dollars amount of 0. This data was labeled as seed92104, with notes that the probabilities were not observed, and that the loss included a 2 USD friction, with a capped payoff of 1.702273 per share. It was also noted that there were no actual option stop paths. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data: MG R92104 has three assumed downside scenarios. The first scenario has a downside price of 18.3, an assumed pre-expiry probability of 0.01, an assumed survival of 1, a net mean of -12.2643, a loss percentage of 98.979, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. The second scenario has a downside price of 18.3, an assumed pre-expiry probability of 0.01, an assumed survival of 0.25, a net mean of -13.5767, a loss percentage of 99.751, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. The third scenario has a downside price of 18.3, an assumed pre-expiry probability of 0.05, an assumed survival of 1, a net mean of -5.3844, a loss percentage of 94.932, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. This data is from seed92104 and does not include observed probabilities. The loss includes a 2 USD friction and a capped payoff of 1.702273 per share. There are no actual option stop paths. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data: MG R92104 has three assumed downside scenarios. The first scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.05, an assumed survival of 0.25, a net mean of -13.7976, a loss percentage of 98.735, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. The second scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.1, an assumed survival of 1, a net mean of -12.3928, a loss percentage of 89.955, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. The third scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.1, an assumed survival of 0.25, a net mean of -13.6136, a loss percentage of 97.585, a target hit percentage of 0, and a half Kelly all-in dollars value of 0. This data is from seed92104 and does not include observed probabilities. The loss includes a 2 USD friction and a capped payoff of 1.702273 per share. There are no actual option stop paths. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the following data: MG R92104 assumed downside scenarios 1-3 are listed as follows: the first scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.01, an assumed survival of 1, a net mean of -13.840639999999995, a loss percentage of 99.004, a target hit percentage of 0, and a half Kelly all-in dollars amount of 0. The second scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.01, an assumed survival of 0.25, a net mean of -13.961599999999995, a loss percentage of 99.76, a target hit percentage of 0, and a half Kelly all-in dollars amount of 0. The third scenario has a downside price of 19.84, an assumed pre-expiry probability of 0.05, an assumed survival of 1, a net mean of -13.213439999999995, a loss percentage of 95.084, a target hit percentage of 0, and a half Kelly all-in dollars amount of 0. This data is related to seed92104 and notes that the probabilities are not observed, with a full loss plus 2 USD friction and a capped payoff of 1.702273 per share, and there are no actual option stop paths. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

The MG R92104 calculated mechanics are as follows: the offer is 20.35, the premium to offer percentage is 1.9656019656019597, the put breakeven is 19.88, and the put costed breakeven is 19.86. The target stock is 18.297727272727272, which is 10.084878266696462 percent below the offer. The offer put payoff is 0, and the prior close 19.84 payoff is 0.16000000000000014. The prior close 19.84 break even probability is 0.8749999999999991. There are 11 days before expiry, with a minimum event expiry of 2026-11-03. This data comes from research/mg_audit.py, seed 92104, and is based on legacy six normalized stock reactions from observation 32462 and the current indicative quote. Note that these scenarios are assumed and do not represent live probability or actual option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows the following information about MG R92104: it calculated legacy with six normalized stock reactions from observation 32462 and the current indicative quote. The results include a median percentage of 9.511654330248309, a p80 percentage of 11.818181818181817, and a hurdle percentage of 4.19277108433735. The p80 payoff is 1.702272727272728 and the multiple is 14.185606060606068. The signed profitable value is 1 and the net mean is 14.371212121212134. The bootstrap mean confidence interval 95 is between -13.999999999999998 and 71.1136363636364. The loo means are 20.04545454545456, -13.999999999999996, 20.04545454545456, 20.04545454545456, 20.04545454545456, and 20.04545454545456. The train proxy return percentage is 12.822727272727285, the drawdown percentage is 1.4000000000000012, the win rate percentage is 33.33333333333333, and the number of trades is 3. The train proxy net dollars are -13.999999999999998, 156.2272727272728, and -13.999999999999998. The holdout proxy return percentage is -4.200000000000004, the drawdown percentage is 4.200000000000004, the win rate percentage is 0, and the number of trades is 3. The holdout proxy net dollars are -13.999999999999998, -13.999999999999998, and -13.999999999999998. This data is from research/mg_audit.py, seed 92104, and scenarios are assumed, not live probability or actual option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars

A calculation was done using the research script mg_audit.py with the seed number 92104. This calculation looked at six past stock reactions that were normalized, which means adjusted to a standard scale, from observation number 32462 and the current quote. Different scenarios were assumed for this calculation, but it does not show the actual probability of these scenarios happening or the actual profit and loss from options, which is also known as PnL. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the option contracts receipt: the selected Oct 16 P 20 option had no open interest and closed at 0.10 on September 18, the Nov 20 P 20 option had an open interest of 2055 on September 17 and closed at 0.20 on September 18, the Oct 16 C 22.5 option had an open interest of 1473 on September 17, and the Nov 20 C 22.5 option had an open interest of 1877 on September 17. All of these active and tradable American options have a size of 100 and a multiplier of 100. This metadata does not reflect Monday liquidity. option_contracts MG retrieved2026-09-21T04UTC

A news scan found the following quotes for four selected contracts: the October 16 put option for $20, which was priced between $0.03 and $0.12 at 19:54:25.970Z with an implied volatility, or a measure of how volatile the price is, of 0.152; the November 20 put option for $20, which was priced between $0.22 and $0.27 at 19:58:31.265Z with an implied volatility of 0.1733; the October 16 call option for $22.50, which was priced between $0.13 and $0.18 at 19:50:05.243Z with an implied volatility of 0.3146; and the November 20 call option for $22.50, which was priced between $0.23 and $0.43 at 16:59:57.066Z with an implied volatility of 0.2674. These quotes were retrieved again, but they are not fresh or executable. The full research is stored in the file mg_chain.json. The option bars represent trades that are not achievable as round trips, meaning they cannot be bought and sold at the same time for the same price. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the headline that MG R92104 SIP is unavailable. The system retrieved a run of SIP403 subscription. It also checked the IEX, which is a stock exchange, data from September 17 to September 18. On September 17, the close was 19.85 and on September 18, the close was 20.75. The volume on September 18 was 80318, with an open of 20.71, a high of 21.19, and a low of 20.70. The IEX data is a subset and does not include consolidated volume. The original SIP data from September 17, which closed at 19.84, must be kept separate. The full IEX data has been saved in a file called mg_iex.json for research purposes. There will be no refit of the SIP breakout study. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=iex&adjustment=split

A news scan found the headline 'September 18 8K reports no financing condition'. This means that on September 18, a report was filed that stated there is no condition related to financing. The report also stated that commitments for equity and debt are subject to certain terms. A majority vote from shareholders and regulatory approvals are required, and 31% support is not considered a majority. There is no evidence that financing has failed or that there is a competing proposal. Additionally, the Employee Company Option cashout is not related to an OCC listed-option adjustment notice, where OCC refers to the Options Clearing Corporation, which is an organization that clears and settles option trades. https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_8k.htm