Notes

A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2024-09-24. The primary issuer schedule was retrieved on September 20, with a release planned after the market closed on September 24, and a call scheduled for the next morning. On September 24, the stock price was 44.02 before the market closed, 42.49 after the market opened the next day, and 41.54 after the market closed that day, with a gap of -0.03475692866878699 and a return of -0.05633802816901412. This event was part of a training set, indicated by the term 'train' meaning a set of data used to train a model, which was set to true, and an identifier 'i' of 203. The data came from a SIP, or Securities Information Processor, which is a system that collects and distributes market data, and all source data is available at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included data from before the company was separated into different parts, even though the separation had already occurred, and this data was both retained and separately excluded to test sensitivity, meaning how much the results would change if this data was included or not. https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-First-Quarter-2025-Earnings-Call-for-September-25/default.aspx

The primary issuer schedule was retrieved on September 20. It showed that there would be a release of information after the market closed on June 25, 2024, and a call would take place the next morning. On June 25, 2024, the stock price was 48.56 before the market closed, 45 when the market opened after the event, and 46.91 when the market closed. This meant a gap of -0.07331136738056021 and a return of -0.0339785831960463. The data was used for training and came from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. A news scan found a report from December 2023 that included information about operations before the stock separation, even though the stock had already been separated. The sensitivity of this information was retained and separately excluded. https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-Fourth-Quarter-2024-Earnings-Call-for-June-26/default.aspx

A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2024-03-20. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market close on 2024-03-20, and a follow-up call planned for the next morning. A data line from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars showed the following information for 2024-03-20: the price before the market close was 61.48, the price after the market opened was 61.4, and the price after the market close was 64.65, with a gap of -0.0013012361743656164 and a return of 0.05156148340923883. This event was marked as part of a training set, with an index of 74. The December 2023 reports included 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-Third-Quarter-2024-Earnings-Call-for-March-21/default.aspx

The primary issuer schedule was retrieved on September 20. It showed that there would be a release of information after the market closed on December 19, 2023, with a follow-up call the next morning. A news scan found the data line: a stock had a preclose price of 56.33, a postopen price of 56.37, and a postclose price of 55.02 on December 19, 2023. The gap was 0.0007101011894194986 and the return was -0.023255813953488302. This event was part of a training set, indicated by 'train' being true, and it was the 12th item, indicated by 'i' being 12. The data came from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included information about operations before the stock separation, even though the stock had already separated, and also excluded sensitivity information that was retained and separate. https://ir.worthingtonenterprises.com/news/news-details/2023/Worthington-Enterprises-Schedules-Second-Quarter-2024-Earnings-Call-for-December-20/default.aspx

A news scan found the headline is not available, but a data line shows information about Merck stock options. The data is about the stock symbol MRK. There are 498 options, also known as a chain, and 30 of them are considered cheap. The minimum ask price is 0.01. The best cheap options are: a call option, which is a contract to buy a stock at a set price, with the ticker MRK261002C00162500, where the current stock price is 146.87, the strike price, or the set price to buy the stock, is 162.5, the ask price is 0.16, the bid price is 0.03, the hurdle, or the minimum price to buy the option, is 0.10751004289507725, the expiration date is September 18, 2026, and the premium, or the price of the option, is 16, and a put option, which is a contract to sell a stock at a set price, with the ticker MRK261002P00130000, where the current stock price is 146.87, the strike price is 130, the ask price is 0.16, the bid price is 0, the hurdle is 0.11595288350241713, the expiration date is September 18, 2026, and the premium is 16. The nearest option is a call option with the ticker MRK261002C00147000, where the current stock price is 146.87, the strike price is 147, the ask price is 3.73, the bid price is 2.35, the hurdle is 0.02628174576155781, the expiration date is September 18, 2026, and the premium is 373. The data was queried on September 20 and the options expire between September 29 and October 30. The prices are modified indicative quotes, which means they are not real-time prices, and are not executable, meaning they cannot be used to make a trade. The historical medians and 80th percentiles, which are measures of the options' past prices, are inherited, except for a new study, and no new odds, or probabilities, are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative

A news scan found the headline 'MLKN R92008 expiry-filtered chain screen'. This refers to a screen of options for the stock MLKN, with 16 options chains. The minimum ask price is 0.52. The nearest option is the MLKN261016C00020000, which has a strike price of 20, an ask price of 2.21, and a bid price of 1.08. This option has a hurdle of 0.07502420135527589 and a premium of 221. The data is from September 20, and the options expire between September 29 and October 30. The quotes are modified indicative quotes, which means they are not prices that can be executed. The historical medians and 80th percentiles are inherited, except for a new study called WOR, and no new odds are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative

A news scan found the headline is not available, but a data line shows information about the stock HALO. The data includes a chain with 42 items, and 3 of them are considered cheap, with a minimum ask price of 0.12. The best cheap options are listed, including one with the ticker HALO261016P00095000, which has a strike price of 95, an ask price of 0.18, and a bid price of 0. The data was queried on September 20, and the expiries are from September 29 to October 30. The quotes are modified and not executable, and the historical medians and P80 values are inherited, except for a new study, and no new odds are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/HALO?feed=indicative

A news scan found the data line for the BB R92008 expiry-filtered chain screen. The screen shows 230 options, with 48 considered cheap, and a minimum ask price of 0.05. The best cheap options are listed, including BB261002P00007000, which has a strike price of 7, an ask price of 0.2, and a bid price of 0.06, with a hurdle of 0.14893617021276598, and BB261009P00007000, which has a strike price of 7, an ask price of 0.24, and a bid price of 0.15, with a hurdle of 0.15394242803504382. The nearest option is BB261009P00008000, which has a strike price of 8, an ask price of 0.62, and a bid price of 0.6, with a hurdle of 0.0763454317897372, and a passgate of true. The data was queried on September 20, and the expiries range from September 29 to October 30. The quotes are modified indicative quotes, not executable prices. The historical medians and P80 values are inherited, except for new studies, and no new odds are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative

A news scan found the headline 'WOR R92008 expiry-filtered chain screen'. The screen shows data for the stock ticker WOR. There are 24 chains and 0 cheap options. The minimum ask price is 0.67. The nearest option is WOR261016C00055000, which expires on 2026-09-18. This option has a strike price of 55, an ask price of 4.77, and a bid price of 3.98. The hurdle is 0.041652143604043165, and the premium is 476.99999999999994. The data was queried on September 20 and includes expiries from September 29 to October 30. The quotes are modified and not executable. The historical medians and P80 values are inherited, except for a new WOR study, and no new odds are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative

A news scan found the data line for the TH R92008 expiry-filtered chain screen. The screen has 68 chains and 10 cheap options, with a minimum ask price of 0.03. The best cheap options are: a put option with ticker TH261016P00016000, which has a stock price of 21.19, a strike price of 16, an ask price of 0.13, and a bid price of 0, with a hurdle of 0.2510618216139689, and a timestamp of 2026-09-18T19:59:50.15059318Z, and another put option with ticker TH261016P00018000, which has a stock price of 21.19, a strike price of 18, an ask price of 0.23, and a bid price of 0.13, with a hurdle of 0.16139688532326574, and a timestamp of 2026-09-18T19:59:57.342306499Z. The nearest option is a call option with ticker TH261016C00021000, which has a stock price of 21.19, a strike price of 21, an ask price of 2.13, and a bid price of 0.92, with a hurdle of 0.09155261915998106, and a timestamp of 2026-09-18T19:59:54.102645911Z. The data was queried on September 20, and the expiries are from September 29 to October 30, with no remaining pagination. The quotes are modified and not executable, and the historical medians and P80 values are inherited, with no new odds inferred. https://runway.adityaperswal.workers.dev/data/option-chain/TH?feed=indicative

A news scan found the data line for SFIX R92008 expiry-filtered chain screen. The data shows that the stock symbol is SFIX, and there are 6 chains and 3 cheap options. The minimum ask price is 0.03. The best cheap options are: a put option with a strike price of 2.5 and an ask price of 0.28, and a call option with a strike price of 7.5 and an ask price of 0.12. The nearest option is a call option with a strike price of 2.5 and an ask price of 0.53. The data was queried on September 20, and the expiries are from September 29 to October 30. The quotes are modified and not executable, and the historical medians and P80 values are inherited. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

A news scan found the headline 'MRK R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this report includes all daily bars from August 2025 to September 18, 2026. The technical state of MRK is as follows: the stock symbol is MRK, the current spot price is 146.87, the simple moving average over 200 days is 118.9127, the average true range over 20 days, which measures price volatility, is 3.313000000000001, the relative strength index over 14 days, which measures speed and change of price movements, is 56.986198412578226, the highest price in the last 252 hours, excluding the most recent hour, is 156, the volume ratio, which compares current volume to previous volume, is 3.158837182821334, and the realized volatility over 60 days, which measures the standard deviation of price movements, is 0.35461490759699804. The report uses the exponential weighted moving average with an alpha of 1/14 for the relative strength index, arithmetic true-range for the average true range, and prior 252-hour intraday high, which excludes the latest hour. The volume denominator is the average of the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'MLKN R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of MLKN is as follows: the spot price is 20.66, the simple moving average over 200 days is 18.68, the average true range over 20 days is 0.75, and the relative strength index over 14 days is 36.58. The prior 252-day high is 24.51, the volume ratio is 3.02, and the realized volatility over 60 days is 0.42. The relative strength index uses an exponentially weighted moving average with an alpha of 1 over 14 days, the average true range uses arithmetic true range over 20 days, the prior 252-day high excludes the latest data, and the volume denominator is the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'HALO R92008 completed-bar technical state'. Collected on September 20, 2025, with a SIP adjustment of all daily bars from August 2025 to September 18, 2026. The technical state of HALO is as follows: the spot price is 112.45, the simple moving average over 200 days is 75.89, the average true range over 20 days, which is a measure of volatility, is 2.64, the relative strength index over 14 days, which is a measure of speed and change of price movements, is 69.89, the prior 252-hour high, excluding the latest high, is 111.15, the volume ratio, which is a measure of trading volume, is 6.93, and the realized volatility over 60 days is 0.45. The relative strength index uses an exponentially weighted moving average with an alpha of 1/14, the average true range uses arithmetic true range over 20 days, and the prior 252-hour high excludes the latest high. The volume denominator is the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'BB R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, the daily bars from August 2025 to September 18, 2026, show the following technical state for BB: the current spot price is 7.99, the simple moving average over 200 days is 6.1538, the average true range over 20 days is 0.3576, and the relative strength index over 14 days is 48.4209. The prior 252-day intraday high, excluding the latest, is 13.59. The volume ratio is 1.4956 and the realized volatility over 60 days is 0.7516. The RSI uses an exponentially weighted moving average with an alpha of 1/14, the ATR uses arithmetic true range over 20 days, and the prior 252-day intraday high excludes the latest. The volume denominator is the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'WOR R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of WOR is as follows: the spot price is 57.38, the simple moving average over 200 days is 54.8321, the average true range over 20 days, which is a measure of volatility, is 1.9551849999999997, the relative strength index over 14 days, which is a measure of how quickly a stock's price is changing, is 48.962301977632436, the highest price over the prior 252 hours, excluding the latest hour, is 62.9, the volume ratio, which compares the current volume to the previous volume, is 2.3207056354118007, and the realized volatility over 60 days, which measures how much the price is changing, is 0.35618163813709086. The relative strength index uses an exponentially weighted moving average with an alpha of 1/14, the average true range uses arithmetic true range over 20 days, and the prior 252 hour high excludes the latest hour. The volume denominator is the average volume over the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'TH R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state is as follows: the spot price is 21.19, the simple moving average over 200 days is 13.37105, the average true range over 20 days is 1.042385, and the relative strength index over 14 days is 67.82232452030817. The prior 252-hour high, excluding the latest, is 20.85. The volume ratio is 2.4195459251783733 and the realized volatility over 60 days is 0.5840230132559768. The relative strength index uses an exponentially weighted moving average with an alpha of 1 over 14 days, the average true range uses arithmetic true range over 20 days, and the prior 252-hour high excludes the latest. The volume denominator is the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'SFIX R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of SFIX is as follows: the current price, or spot, is 2.84, the simple moving average over 200 days, or sma200, is 3.9037, the average true range over 20 days, or atr20, is 0.1217, the relative strength index over 14 days, or rsi14, is 34.5858, the prior 252-day high, excluding the latest data, is 5.94, the volume ratio, or vr, is 2.0159, and the realized volatility over 60 days, or RV60, is 0.5673. The relative strength index, or RSI, uses an exponentially weighted moving average, or EWM, with an alpha of 1 over 14 days. The average true range, or ATR, uses arithmetic true range over 20 days. The prior 252-day high excludes the latest data. The volume denominator is the average of the previous 20 days. https://runway.adityaperswal.workers.dev/data/stock-bars

A query was made on September 20 regarding two American options, HALO261016C00130000 and TH261016C00027000, which are active and tradable with a multiplier of 100 and a size of 100. For both options, the open interest and date were found to be null, meaning no information was available. The close price for HALO was 0.35 as of September 15, and for TH it was 0.09 as of September 18. Neither of these options has a current ask price, which is the price at which someone is willing to sell. This confirms that the previous open interest, which is the number of contracts that have not been settled, was unknown and not 3 or 13 as previously thought. Additionally, there is no artificial limit, known as a liquidity gate, that has been created for the convex-tail, which refers to a type of risk associated with options trading. option_contracts

A news scan found the headline 'R92006 retrieval and sample audit'. The audit of HALO/SPY2693 daily bars from TH2211 through September 18 showed no daily pagination left. An initial filter that omitted data with less than 2 million dollars in volume over the prior 20 days created a median of 15.6398 and a percentage of 36.7929, with a multiple of 11.0357 and a train value of -0.32585 percent for N5. Restoring a frozen filter gave N4 and the original results, indicating a different population but not a contradiction due to new data. The first pages of the HALO/TH chain contain selected contracts, but more pages exist, so it is not an exhaustive chain census. The query trades were empty, with N0, and there was no live win or slippage calibration. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'R92006 source-proximity and quote limitations'. Read on September 20: the system has been using historical options data since February 2024. It gets indicative quotes, which are derived and modified from the Options Price Reporting Authority, or OPRA, but the trade derivatives information is delayed by 15 minutes. The local tools, which are controlled by a script called Localtools.js, can send a stop order, but it does not show how the stop-mark is implemented remotely. There is no actual stop convention or National Best Bid and Offer, which is referred to as NBBO, established. https://docs.alpaca.markets/us/docs/historical-option-data

A news scan found the headline 'HALO R92006 primary financing receipt reverified'. This refers to a verification of financing for a company, in this case, HALO. The details were accessed on September 20 through a web request that was successful, after an initial failure of the web renderer. The issuer of the financing, which was announced on September 17, expects the deal to be finalized conditionally on September 22. The financing involves $1.3 billion in notes with a 1.5% interest rate, and $1.275 billion in net proceeds after deducting $162.5 million for a capped call and $217 million plus $435.5 million for repurchases, resulting in $460 million in residual proceeds. The old principal amounts to $151.7 million at a 0.25% interest rate and $220 million at a 1% interest rate, with an incremental annual coupon of 16.9% for $207.5 million. The conversion price of $139.84 and the cap price of $208.39 are terms of the financing, not targets for the stock price. There are 434 existing monitors for the settlement, which is not a new catalyst for clinical developments. https://ir.halozyme.com/news/news-details/2026/Halozyme-Therapeutics-Inc--Announces-Pricing-of-Upsized-Private-Offering-of-1-3-Billion-of-Convertible-Senior-Notes-due-2033/default.aspx

A news scan found the following data: the breakeven points for stocks HALO and TH are as follows: for HALO, the breakeven point is 0.13114754098360656 at a probability of 1 and 0.0728862973760933 at a probability of 0.5, and for TH, the breakeven point is 0.05307262569832402 at a probability of 1 and 0.02865329512893983 at a probability of 0.5. The half Kelly calculations, which refer to a betting strategy that maximizes growth, are: for HALO, with a probability of 0.05 and a loss fraction of 0.5, the half Kelly uncapped is 0, with a probability of 0.05 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.1 and a loss fraction of 0.5, the half Kelly uncapped is 26.905660377358494, with a probability of 0.1 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.15 and a loss fraction of 0.5, the half Kelly uncapped is 76.52201257861635, and with a probability of 0.15 and a loss fraction of 1, the half Kelly uncapped is 10.397012578616346, and for TH, with a probability of 0.05 and a loss fraction of 0.5, the half Kelly uncapped is 19.778761061946906, with a probability of 0.05 and a loss fraction of 1, the half Kelly uncapped is 0, with a probability of 0.1 and a loss fraction of 0.5, the half Kelly uncapped is 66.1061946902655, with a probability of 0.1 and a loss fraction of 1, the half Kelly uncapped is 23.474615742897065, with a probability of 0.15 and a loss fraction of 0.5, the half Kelly uncapped is 112.43362831858407, and with a probability of 0.15 and a loss fraction of 1, the half Kelly uncapped is 48.48625989753143. The equity is 1000, and the half Kelly outputs are not live size recommendations, but rather contingent on arbitrary two-point probabilities. The gains target is the target minus the premium minus a 1 fee, and the losses are a fraction of the premium plus a 1 fee, with a 30 premium per 100 fund cap always applied. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped when the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50 or 100 percent, and no calibration for market gaps or time. The correlation parameter was set to 0, 0.5, or 1, with a common-uniform mixture. No capital was transferred during the simulation. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, and loss fraction, with 100,000 iterations. The results included the mean and median fund cash, the probability of being unable to make the next trade, and the probability of a net loss, as well as the mean number of completed rounds and the 95th percentile drawdown in USD. The three scenarios had the following results: a scenario with a probability of 0.15, dependence of 0.5, and loss fraction of 1, a scenario with a probability of 0.15, dependence of 1, and loss fraction of 0.5, and a scenario with a probability of 0.15, dependence of 1, and loss fraction of 1, with specific values for each of these metrics. https://runway.adityaperswal.workers.dev/data/stock-bars

A hypothetical trading fund with 100 USD was simulated. The fund traded 23 pairs with an 18 premium, targeting 183 and 358 proceeds, with a 1 USD round trip cost for each trade. The simulation ran for 20 sequential rounds and stopped whenever the fund's cash was less than 43 USD. The simulation assumed fixed probabilities, with losses of either 50 or 100 percent, and no calibration for market or time gaps. The correlation parameter was set to 0, 0.5, or 1, with a common-uniform mixture, and no capital transfers were made. The seed for the simulation was 9200602. The results of the simulation were as follows: a list of outcomes with different parameters, including the probability of each trade, dependence, loss fraction, number of simulations, number of rounds, mean and median fund cash, and probability of being unable to make the next trade or having a net loss. The list included three scenarios with different dependence and loss fraction values, with results such as mean fund cash, median fund cash, and probability of net loss. https://runway.adityaperswal.workers.dev/data/stock-bars