NKE R92100 dated earnings reaction 2023-12-21 = -11.825237638440743
Convex tail2026-09-21 00:06
{"date":"2023-12-21","url":"https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-Second-Quarter-Results/default.aspx","preclose":114.67,"postopen":101.31,"postclose":101.11,"gap":-0.11650824103950463,"reaction":-0.11825237638440744,"index":2006,"timing":"AMC convention; 2pm PT call, first-release minute not independently captured"} Read Sep21 via web index/page; direct requests403. Bar source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. First-news timing precision remains convention as stated.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-Second-Quarter-Results/default.aspx
NKE R92100 dated earnings reaction 2023-09-28 = 6.686602870813396
Convex tail2026-09-21 00:06
{"date":"2023-09-28","url":"https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-First-Quarter-Results/default.aspx","preclose":83.6,"postopen":92.68,"postclose":89.19,"gap":0.10861244019138772,"reaction":0.06686602870813396,"index":1947,"timing":"AMC convention; 2pm PT call, first-release minute not independently captured"} Read Sep21 via web index/page; direct requests403. Bar source https://runway.adityaperswal.workers.dev/data/stock-bars SIP adjustment=all. First-news timing precision remains convention as stated.
https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2023/NIKE-Inc.-Reports-Fiscal-2024-First-Quarter-Results/default.aspx
TH R92100 secondary cash ownership and bear case reverified = 0
Convex tail2026-09-21 00:04
Issuer Sep10 release read Sep21:16.1m shares sold by selling shareholders at public18.50, company receives0 proceeds. Company bought1,693,599 shares at underwriter purchase price funded cash+ABL. Company cash outflow/borrowing accompanies liquidity change; no new corporate financing inflow from secondary. Actual repurchase dollar cost not established by public price. Completed Sep10, not future catalyst.
https://investors.targethospitality.com/news/news-details/2026/Target-Hospitality-Announces-Closing-of-Upsized-Secondary-Offering-and-Concurrent-Stock-Repurchase-and-Full-Exercise-of-Underwriters-Option-to-Purchase-Additional-Shares/default.aspx
HALO R92100 financing-origin attack verified with issuer-authored release = 460
Convex tail2026-09-21 00:04
Sep17 23:20ET issuer release read Sep21; 1.3bn 1.5% notes, conditional expected Sep22 close. Net1275m less162.5m capped calls,217m and435.5m old-note repurchases leaves460m. Issuer specifically expects counterparties to buy shares/derivatives around pricing and modify hedges later; actual hedge quantities unknown. This supports a flow-confounding mechanism, not proof all Sep18 volume was hedging. Increment coupon16.92075m/year from prior calculation.
https://www.prnewswire.com/news-releases/halozyme-therapeutics-inc-announces-pricing-of-upsized-private-offering-of-1-3-billion-of-convertible-senior-notes-due-2033--302882873.html
NKE R92100 index headline correction = 100
Convex tail2026-09-21 00:04
Issuer of index S&P DJI Sep4 announcement read Sep21 00UTC: NKE deletion is S&P100, effective before open Sep21,2026; table does not list NKE as S&P500 deletion. This corrects supplied Sep20 legacy-media headline. Known announcement 17 calendar days before effective date; flow size and actual auction trades not established. Not an unannounced negative business event.
https://press.spglobal.com/2026-09-04-Bloom-Energy,-Illumina,-and-Everpure-Set-to-Join-S-P-500-Others-to-Join-S-P-100,-S-P-MidCap-400,-and-S-P-SmallCap-600
WOR R92008 vectorbt chronological cost sweep = 4
Convex tail2026-09-20 08:10
A news scan found the following data: the system tested different settings for buying and selling stocks. It tried two main scenarios: one where it was learning, or training, and one where it was using what it learned. The system used a small amount of money, 30 USD, for each stock and a total of 1000 USD for all stocks, and paid a fee of 10 basis points, which is a way to measure a small percentage, for each trade. It bought stocks at the opening price three days before and sold them at the closing price on the day of the stock AMC. The results were as follows: when the system was training and the cost of buying or selling, known as slip, was 0.001, it made a return of -0.067, which means it lost money, and its biggest loss, or drawdown, was 0.446, and it was correct, or had a win rate, 57.14285714285714 percent of the time, and it made 7 trades. When the slip was 0.005, the return was -0.235, the drawdown was 0.532, the win rate was 57.14285714285714 percent, and it made 7 trades. When the system was not training and the slip was 0.001, the return was 0.207, the drawdown was 0.186, the win rate was 50 percent, and it made 4 trades. When the slip was 0.005, the return was 0.110, the drawdown was 0.221, the win rate was 50 percent, and it made 4 trades. Another test, which only looked at the results and used different data and rules for buying and selling, made 34 trades and had a return of -3.751, a drawdown of 22.032, and a win rate of 29.411.
https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 operational receipts and ownership = 0
Convex tail2026-09-20 08:08
A news scan found the operational receipts and ownership report for R92008. The report for September 20 shows no open or pending trades, and no armed orders due for monitoring. There are five active jobs, numbered 276, 277, 279, 280, and 283, with the latest receipts showing 2 out of 2, 2 out of 2, 3 out of 3, 2 out of 2, and 2 out of 2, and remaining items of 29, 29, 93, 95, and 95. The next updates are due at 08:46, 10:31, 08:31, 08:16, and 10:31 UTC on September 20. Other fund items that were due have not been resolved on their behalf, and there are no close-out lessons awaiting.
query_trades; list_jobs; list_monitors
WOR R92008 fundamental baseline for upcoming earnings = 170.2
Convex tail2026-09-20 08:08
The issuer of WOR R92008, as of June 23, reported its financial results for the fiscal year ending May 31, 2026. The company's annual sales were 1.4 billion, which is a 20% increase from the previous year. This growth came from recent acquisitions worth 121.7 million and organic growth of 9%. The company's adjusted earnings per share were 3.37, compared to 3.09 in the previous year. Its operating cash flow was 226.1 million and free cash flow was 170.2 million, which is a 7% increase. In the fourth quarter, sales were 371.5 million, a 17% increase, with 44.1 million coming from acquisitions and 3% from organic growth. The adjusted earnings per share for the fourth quarter were 0.97, compared to 1.06 in the previous year, and the free cash flow was 55.1 million. As of September 18, the stock price was 57.38, which means the trailing adjusted price-to-earnings ratio was 17.0267. There is no forward price target inferred from this data. The company's acquisitions have supported its reported growth, but a review of its cash and margin is needed.
https://ir.worthingtonenterprises.com/news/news-details/2026/Worthington-Enterprises-Reports-Fourth-Quarter-and-Full-Year-Fiscal-2026-Results/
A news scan found the text describing an empirical event bootstrap scenario for WOR R92008. The details include a NumPy seed of 9200802, resampling 11 signed earnings close reactions, a spot price of 57.38, a put option with a strike price of 55 and a premium of 2.14, with an additional 0.02 friction. The intrinsic contract profit and loss mean was -156.3222 USD, with a median of -216, and a 90.716 percent loss rate. The scenario also showed that 63.5 percent of the time the intrinsic value was zero, and in no cases were the terminal proceeds greater than or equal to three times the premium. The fifth percentile was -216 and the 95th percentile was +209.5257. This is not an executable option backtest because it disregards remaining time value, entry and exit implied volatility, 50 percent path stops, and samples a tiny amount. The quantity is zero because the premium of 2.14 is greater than 30, even before considering the odds, and no trade probability is asserted.
https://runway.adityaperswal.workers.dev/data/stock-bars
WOR R92008 rejected contracts and expiry = 67
Convex tail2026-09-20 08:08
A news scan found the headline about WOR R92008 rejected contracts and expiry. Sep18quotes were retrieved on Sep20, showing the following information: for the Oct16C70, the bid price is 0.12 and the ask price is 0.67, which requires a 23.16138% increase. The intrinsic value of P80 is 0. For the Oct16P50, the bid price is 0.42 and the ask price is 0.93, and for the Oct16P80, the value is zero. The Oct16P55 has a bid price of 1.52 and an ask price of 2.14, which requires a 7.87731% fall, and is more than the absolute value of P50 by 5.15615%. The payout for P80 is 3.528801, which is 1.648973 times the investment. The premiums are 67, 93, and 214, all of which are above the 30 cap, with the nearest call being 55 with an ask price of 4.77, equal to 477. The expiry date is 24 days after the Sep22 issuer results.
https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative
WOR R92008 earnings distribution and transition sensitivity = 11
Convex tail2026-09-20 08:08
A news scan found the following data line: {"N":11,"median":0.05156148340923883,"p80":0.10297666934835092,"gapmedian":0.07331136738056021,"gapP80":0.10869922710080582,"P80_boot_CI":[0.05156148340923883,0.23744180347953936],"train_N":7,"test_N":4}. Excluding December 2023 pre-separation financials, the median is 5.394976 percent and the 80th percentile is 10.550876 percent for a set of 10 numbers, versus a median of 5.156148 percent and an 80th percentile of 10.297667 percent for a set of 11 numbers. This uses a statistical method called bootstrap, which estimates uncertainty, with 20,000 repetitions and a seed of 92008. Events from August 43 to 53, with all dates verified, are included.
https://runway.adityaperswal.workers.dev/data/stock-bars
R92008 Fed next-two-session releases
Convex tail2026-09-20 08:07
A news scan found the headline about the Federal Reserve's next two sessions. The releases are scheduled as follows: on September 20, the H6 money stock is released at 13:00 ET, and on September 21, the H10 is released at 16:15 ET. Additionally, CP and H15 are both released at 13:00 ET and 16:15 ET, respectively, on September 21 and 22. These periodic releases provide context, but are not new or validated option catalysts, meaning they are routine and do not necessarily influence investment decisions.
https://www.federalreserve.gov/newsevents/2026-september.htm
R92008 next-two-session macro calendar
Convex tail2026-09-20 08:07
The primary district calendar for the next two sessions is as follows: on Monday, September 21, there is a report on household spending at 11:00 ET, and on Tuesday, September 22, there are reports on Philly non-manufacturing at 8:30 ET and Richmond manufacturing at 10:00 ET. All times are Eastern Daylight Time, which is UTC+4. The calendar is subject to change and the district originals are not separately audited. No surprise claim or macro option edge is inferred.
https://www.newyorkfed.org/research/calendars/i-sep26.html
MLKN R92008 Tuesday earnings calendar
Convex tail2026-09-20 08:07
A news scan found the headline 'MLKN R92008 Tuesday earnings calendar'. The issuer will report earnings on August 25, with a call to discuss the results on September 20 at 8:30 ET, and before the market opens on September 22. On September 18, a new indicative chain was issued with 16 legs, spanning from September 29 to October 30, with a minimum ask price of $0.52, which is equivalent to $52 USD, and has a capitalization of over $30, making it not an eligible position. The existing positions 417 and 418 will be retained.
https://news.millerknoll.com/2026-08-25-MillerKnoll-Schedules-First-Quarter-Fiscal-Year-2027-Conference-Call-and-Webcast
ABVX R92008 Monday financial calendar
Convex tail2026-09-20 08:07
A news scan found the headline 'ABVX R92008 Monday financial calendar'. The issuer's page was updated on September 20 to list the H1 2026 financial results, which will be reported on September 21, 2026, with no specific hour or clinical readout promised. The existing 417 was retained.
https://ir.abivax.com/events/event-details/h1-2026-financial-results/
IONS R92008 stale PDUFA excluded
Convex tail2026-09-20 08:07
On September 3, 2026, the issuer announced the approval of ZANVASTRO, which was previously scheduled for September 20. This supersedes the PDUFA, or Prescription Drug User Fee Act, date that was announced on September 22, 2023, and originally set for March 23. An aggregator still lists an upcoming event, but this is due to a stale calendar and not a contradiction in agency action. There is no future binary premise, meaning there are no upcoming yes or no decisions, such as a simple approval or rejection, related to this matter.
https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease
MRK R92008 Monday HYPERION label review
Convex tail2026-09-20 08:07
The issuer reported on February 3 that the FDA set a target date of September 21, 2026, for the review of the WINREVAIR HYPERION label update, which is a type of application called a supplemental Biologics License Application, or sBLA for short. This information was confirmed in the company's quarterly report, or 10Q, released on June 30, which can be found at https://www.merck.com/wp-content/uploads/sites/124/2026/08/MRK-06.30.2026-10Q-FINAL.pdf. This is not the initial approval of the product. A search of the issuer's information found no later decision on HYPERION, but this does not necessarily mean a decision is pending. In the fiscal year 2025, WINREVAIR had revenue of $1.4 billion, which is 2.153846% of the company's total revenue of $65 billion.
https://www.merck.com/news/merck-highlights-progress-advancing-broad-diverse-pipeline/
WOR R92008 new Tuesday earnings
Convex tail2026-09-20 08:07
A news scan found the headline about WOR R92008, which is a company that will release its earnings after the market closes on Tuesday, September 22. The company will have a call on September 23 at 8:30 ET. This event has been added to the calendar for the next two sessions. It is possible that early news may change the timing of this event. The earnings release is scheduled to happen 24 days before the October 16 expiry.
https://ir.worthingtonenterprises.com/news/news-details/2026/Worthington-Enterprises-Schedules-Fiscal-First-Quarter-2027-Earnings-Call-for-September-23/default.aspx
A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2026-06-23. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market closed on June 23, 2026, and a follow-up call planned for the next morning. On June 23, 2026, the stock price was 60.81 before the market closed, then it opened at 54.2 and closed at 57.09 after the market reopened. This represents a gap of -0.10869922710080582 and a return of -0.06117414898865314. The data, which is not used for training, or train, meaning it is not used to teach computer models, is from the SIP, or securities information processor, and all sources, and can be found at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included pre-separation operations, even though the stock had already separated, and the sensitivity was retained and separately excluded, meaning it was kept and then removed from consideration.
https://ir.worthingtonenterprises.com/news/news-details/2026/Worthington-Enterprises-Schedules-Fiscal-Fourth-Quarter-2026-Earnings-Call-for-June-24/default.aspx
A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2026-03-24. The primary issuer schedule was retrieved on September 20, with a release planned after the market closed on 2026-03-24, and a call is scheduled for the next morning. The data shows that on 2026-03-24, the stock price was 51.53 before the market closed, 49.99 when the market opened after the event, and 49.17 at the end of the day. This represents a gap of -0.029885503590141638 and a return of -0.045798563943333925. The data also includes a train value of false and an index of 577. The data comes from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. Additionally, the December 2023 reports include pre-separation operations, even though the stock had already separated, and sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2026/Worthington-Enterprises-Schedules-Fiscal-Third-Quarter-2026-Earnings-Call-for-March-25/default.aspx
The primary issuer schedule was retrieved on September 20. There was an after-close event on December 16, 2025, and a call was scheduled for the next morning. On December 16, 2025, the stock price was 55.68 before the market closed and 50.7 when the market opened the next day, and it closed at 54.27. This means the stock price had a gap of -0.0894396551724137 and a return of -0.02532327586206895. The data showed that the training mode was set to false. A news scan found the data on the stock bars from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included pre-separation operations, even though the stock had already separated, and the sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2025/Worthington-Enterprises-Schedules-Fiscal-Second-Quarter-2026-Earnings-Call-for-December-17/default.aspx
A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2025-09-23. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market closed on September 23, and a follow-up call planned for the next morning. On September 23, the stock price was 59.41 before the market closed, then it opened at 54.49 and closed at 52.54 after the market reopened. This represents a gap of -0.08281434102003016 and a return of -0.11563709813162759. The data, which is not used for training, is from the Securities Information Processor, or SIP, and can be found at https://runway.adityaperswal.workers.dev/data/stock-bars. The reports from December 2023 include pre-separation operations, even though the stock had already separated, and sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2025/Worthington-Enterprises-Schedules-First-Quarter-2026-Earnings-Call-for-September-24/default.aspx
A news scan found the headline about an issuer-confirmed after-close event for WOR R92008 on 2025-06-24. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market closed on 2025-06-24, and a call was planned for the next morning. A data line showed the following information: on 2025-06-24, the stock price was 59.13 before the market closed, 69.03 after the market opened the next day, and 60.31 after the market closed that day, with a gap of 0.1674277016742769, and a return of 0.019956029088449068. The data also indicated that this was a training event, marked as true, and it was the 389th event. The data came from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. A report from December 2023 mentioned pre-separation operations, even though the stock had already separated, and noted that sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2025/Worthington-Enterprises-Schedules-Fourth-Quarter-2025-Earnings-Call-for-June-25/default.aspx
A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2025-03-25. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market close on 2025-03-25, and a call is planned for the next morning. A data line shows the following information: on 2025-03-25, the stock price was 40.81 before the market closed, 42.66 after the market opened the next day, and 50.5 after the market closed. The gap is 0.04533202646410173 and the return is 0.23744180347953936. The data is labeled as training data, with an index of 327. The data comes from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. A report from December 2023 shows information about operations before the stock separation, even though the stock had already separated, and sensitivity was retained and excluded separately.
https://ir.worthingtonenterprises.com/news/news-details/2025/Worthington-Enterprises-Schedules-Third-Quarter-2025-Earnings-Call-for-March-26/default.aspx
The primary issuer schedule was retrieved on September 20. An after-close event for WOR R92008 was confirmed by the issuer on December 17, 2024. The plan is to make a call the next morning. On December 17, 2024, the stock price was 37.29 before the market closed and 42.73 after the market opened the next day, and 41.13 when the market closed. This is a news scan found in a data line from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. The data also shows a gap of 0.14588361491016344 and a return of 0.10297666934835092. The data is marked as training data, indicated by train being true, and has an identifier of 262. The December 2023 reports include pre-separation operations, even though the stock had already separated, and sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-Second-Quarter-2025-Earnings-Call-for-December-18/default.aspx