Notes

A news scan found the headline about CAG's earnings reaction on 2024-07-11. The company released its earnings before the market opened, with the announcement coming at 7:30 in the morning. The stock's prior close was 24.9, it opened at 24.2, and closed at 24.52. This means there was an overnight gap of -2.8112449799196804% and a close-to-close change of -1.5261044176706817%. The actual time of the first news about the earnings in October 2025 was not retrieved, so the scheduled event date was used instead. A note was made to exclude sensitivity and count duplicate press pages from January 4 only once. This is not a return from an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-fourth-quarter-results-and-quarterly-dividend-prn-122894

A news scan found the headline about CAG's earnings reaction on 2024-04-04. The company released its earnings before the market opened, specifically at 07:30, which is the time before the market opens at 09:30. The reaction to the earnings can be seen in the stock prices, where the stock closed at 24.83 the day before and opened at 26.55, then closed at 26.18. This means the stock had an overnight gap of 6.927104309303278 percent and a close-to-close change of 5.436971405557789 percent. The actual time of the first news about the earnings in October 2025 was not retrieved separately, so the scheduled event date was used instead. It is also noted that duplicate press pages from January 4 were only counted once. This information is not about the return on an executed option. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-third-quarter-results-prn-122884

A news scan found the headline about CAG's earnings reaction on 2024-01-04. This is a report about how the stock price of CAG reacted to its earnings release. The earnings release was announced before the market opened, at 07:30, on the morning of the announcement, which was about an event in October. The stock price changed, with the price before the announcement being 24.72, the price at the opening being 25.17, and the price at the end of the day being 24.25. This means there was an overnight gap of 1.8203883495145678%, which is a sudden change in the stock price, and a close-to-close change of -1.901294498381878%, which means the stock price went down. The actual time of the first news about the earnings in October 2025 was not retrieved separately, so the scheduled event date was used instead. This report only counts each press page once and does not include the return on any options that were executed. https://www.conagrabrands.com/news-room/news-conagra-brands-reports-second-quarter-results-prn-122874-0

A calendar from an agency was retrieved on September 19. It shows the following events for the next two sessions: on Monday, September 21, at 11:00 ET, there will be a report on household spending from the SCE. On Tuesday, September 22, at 8:30 ET, the Philadelphia Fed will release a report on non-manufacturing, and at 10:00 ET, the Richmond Fed will release a report on manufacturing. The dates are tentative, and the outcomes of the surveys are unknown, which means there could be surprises. The Bureau of Labor Statistics website lists no national releases for September 21 and 22, but this does not mean there will be no other macroeconomic news on those days. https://www.newyorkfed.org/research/calendars/i-sep26.html

The company that issued the announcement on September 3, 2026, confirmed that the FDA approved ZANVASTRO, which is 19 days before the former target date of September 22. This information was checked on September 19. The closest source from the company reports that the regulator took action, and the original target date in March and the calendar listed by a third party describe an older state, which is not a contradiction. The trade that was pending a decision should be excluded, and the approval does not establish post-launch cash or a new dated catalyst. https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease

A news scan found the headline 'BB R91906 dated catalyst and affordable contract screen'. This is a data line showing trading information from September 19 to November 6. The prices for certain contracts on October 2 were: P7 bid at 0.06 and ask at 0.20, P7.5 bid at 0.25 and ask at 0.46, and C8 bid at 0.55 and ask at 0.64, with timestamps from September 18 at 19:59:59 UTC. The indicative inputs for P7 and P7.5 were 0.8403 and 0.987, respectively. The median event was 9.1152815% and the P80 was 12.832986%. The nearest affordable hurdle was 14.893617% and the P80 was 0.176778x. This data is from a raw chain pagination that is complete with a limit of 1000. The quotes are indicative and not fills, with a premium cap of 30 and no own trades. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative

A news scan found the report CAG R91906. This report is about a trading catalyst and affordable contract screen. On September 19, the price of CAG was $15.13. The report looked at snapshots from October 1 to November 6. It excluded contracts that expired before October 7 for a catalyst on September 30. The nearest affordable contract was on October 16 with a bid price of $14.08 and an ask price of $14.23 at 19:59:59 UTC on September 18. The hurdle was 1.36 divided by 15.13, which equals 8.988764 percent. The report used inherited context with a median of 2.064410 percent, but this was not rebuilt for this run. The 80th percentile was unverified, so the edge audit was not complete and did not fully reject the contract. On October 9, the ask price was $15.58, which is oversized. The issuer, Conagra Brands, announced on August 31 that it would release its fiscal 2027 first-quarter earnings on September 30, 2026, with a Q&A session before 9:30 ET that morning. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

A news scan found the headline about a dated catalyst and affordable contract screen for MLKN. On September 19, the price was $20.66. On October 16, 2016, the cheapest ask price was $25.52 and the bid price was $0 at 19:58:43 UTC on September 18. The minimum 52-week price in US dollars was more than $30. The bid price was $17.5 and the ask price was $17.63. There was no affordable contract found in the retrieved time frame, but this does not prove that there was no contract at any expiry date. An issuer announcement on August 25, 2026, confirmed a conference call and webcast on September 22 at 8:30 ET. https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative

A news scan found the headline about Stitch Fix announcing its fourth quarter and full fiscal year 2026 financial results and conference call. On September 19, a quote was taken at 19:59:55 UTC, which is a time in Coordinated Universal Time, a way to tell time across the world. The quote showed that the bid, or the price to buy, for the October 16 option with a strike price of 2.5 was 0.03, and the ask, or the price to sell, was 0.28. The ask for the option with a strike price of 2.5 was 0.53, and the bid for the option with a strike price of 5 was 0.03. Six snapshots, or pictures of the data, were taken. The median, or middle value, of the prior 10 days was 16.578014% for one measure and 31.413933% for another measure, which was unchanged from 3440. The hurdle, or the minimum return required, was 21.830986%, and the payoff, or the return, was 55.2156%, which is 1.971985 times the initial investment. On September 23, at 17 ET, or Eastern Time, a call was made to reverify the issuer, and the information was found on the Stitch Fix investor website. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

This report supersedes numbers 29595 to 297. The event simulation was run on Thursday, September 24, using event step 4 instead of step 3. The simulation used seed 91906 and 50,000 paths, but the model did not use live odds. The results of the simulation are as follows: a news scan found the data line with the following details about the simulation runs: strike price was 7.5, with different premium, iv, vol, target, paths, stop percentage, target percentage, win percentage, mean profit and loss, and half Kelly intrinsic percentage values for each run, including premium of 0.23 and 0.46, iv of 0.987, vol of 0.4, 0.6, and 0.8, target of 0.69 and 1.38, paths of 50,000, stop percentage ranging from 66.67 to 91.03, target percentage ranging from 2.20 to 30.60, win percentage ranging from 7.66 to 32.67, mean profit and loss ranging from -30.41 to 7.29, and half Kelly intrinsic percentage of 0. https://runway.adityaperswal.workers.dev/data/stock-bars

This report supersedes numbers 29595 through 297. It is about an event simulation for Thursday, September 24, which replaces step 3 with step 4. The seed number is 91906, and there are 50,000 paths. The model does not use live odds, which means it does not use current betting prices. The simulation results are as follows: a list of scenarios with different parameters such as strike price, premium, and volatility, which is a measure of how much prices can change. The list includes: strike price of 7.5, premium of 0.2, volatility of 0.6 and 0.8, and target of 0.6000000000000001, with 50,000 paths, stop percentage, target percentage, win percentage, mean profit and loss, and a value called halfkelly intrinsic percentage, which is a way to measure the value of a bet. The scenarios also include a strike price of 7.5, premium of 0.23, volatility of 0.4 and 0.6, and target of 0.6900000000000001, with similar parameters. The specific numbers are: [{strike: 7.5, premium: 0.2, iv: 0.987, vol: 0.6, target: 0.6000000000000001, paths: 50000, stop_pct: 71.85000000000001, target_pct: 25.566, win_pct: 27.458, mean_pnl: 1.7657920461402001, p05: -21, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.2, iv: 0.987, vol: 0.8, target: 0.6000000000000001, paths: 50000, stop_pct: 60.443999999999996, target_pct: 37.804, win_pct: 39.102, mean_pnl: 10.906955285407179, p05: -21, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.23, iv: 0.987, vol: 0.4, target: 0.6900000000000001, paths: 50000, stop_pct: 84.92, target_pct: 10.622, win_pct: 14.116000000000001, mean_pnl: -10.548835773083745, p05: -24, halfkelly_intrinsic_pct: 0}, {strike: 7.5, premium: 0.23, iv: 0.987, vol: 0.6, target: 0.6900000000000001, paths: 50000, stop_pct: 77.07000000000001, target_pct: 19.36, win_pct: 22.11, mean_pnl: -2.5053399861773338, p05: -24, halfkelly_intrinsic_pct: 0}]. https://runway.adityaperswal.workers.dev/data/stock-bars

This report supersedes numbers 29595 through 297. The event simulation was run on Thursday, September 24, using event step 4 instead of step 3. The simulation used seed number 91906 and 50,000 paths, but the model did not use live odds. The results of the simulation are as follows: a strike price, which is the price at which a security can be bought or sold, of 7, a premium of 0.2, an implied volatility, which is a measure of how much a security's price is expected to fluctuate, of 0.8403, and a volatility of 0.4, with a target price of 0.6000000000000001, 50,000 paths, a stop percentage of 95.85000000000001, a target percentage of 3.234, a win percentage of 3.9539999999999997, a mean profit and loss of -13.635771049705616, a fifth percentile of -21, and a half Kelly intrinsic percentage of 0. Other simulations were run with the same strike price and premium, but with different volatilities: 0.6, with a target percentage of 6.13, a win percentage of 7.1080000000000005, and a mean profit and loss of -10.804673187046177, and 0.8, with a target percentage of 11.384, a win percentage of 12.234, and a mean profit and loss of -6.781730510562963. A simulation was also run with a strike price of 7.5, a premium of 0.2, an implied volatility of 0.987, and a volatility of 0.4, with a target percentage of 13.416, a win percentage of 16.112000000000002, and a mean profit and loss of -7.12407705622741. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 2019, the assumptions and method are in R91906 analyses. The data includes the following simulations: a list of options with their characteristics, such as strike price, premium, implied volatility, and volatility, as well as target prices, number of paths, stop percentages, target percentages, win percentages, mean profit and loss, and half Kelly intrinsic percentages. The list includes four options with the following details: for a strike price of 7 and premium of 0.2, with implied volatility of 0.8403 and volatility of 0.4, 0.6, and 0.8, and for a strike price of 7.5 and premium of 0.2, with implied volatility of 0.987 and volatility of 0.4. The specific numbers are as follows: for strike 7 and vol 0.4, target is 0.6000000000000001, paths are 50000, stop percentage is 95.182, target percentage is 3.84, win percentage is 4.590000000000001, mean profit and loss is -14.38994179879527, and half Kelly intrinsic percentage is 0, for strike 7 and vol 0.6, stop percentage is 92.146, target percentage is 6.644, win percentage is 7.564, mean profit and loss is -11.054812105625267, for strike 7 and vol 0.8, stop percentage is 87.014, target percentage is 11.81, win percentage is 12.662, mean profit and loss is -6.657609379713598, and for strike 7.5 and vol 0.4, stop percentage is 84.166, target percentage is 12.648000000000001, win percentage is 15.036, mean profit and loss is -7.589115983463404. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of two sets of data, one for the training period and one for the holdout period, with the following values: for the training period, the look is 100, the volatility is 2, the return is 0.2034182050000001, the drawdown is 0.11563757598641589, the win rate is 100, and the sample size is 1, and for the holdout period, the look is 100, the volatility is 2, the return is 0.3466013494999998, the drawdown is 0.1512695203183756, the win rate is 100, and the sample size is 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated on September 19; assumptions and method are in R91906 analyses. The results are as follows: a list of trading performance metrics, where look refers to the number of days to look back, vol is volatility, period is the time frame, return is the profit, drawdown is the largest loss, win rate is the percentage of winning trades, and sample is the number of trades. The results are: [{look: 100 days, vol: 1, period: training, return: 0.2034182050000001, drawdown: 0.11563757598641589, win rate: 100, sample: 1}, {look: 100 days, vol: 1, period: holdout, return: 0.18921019600000025, drawdown: 0.38457594157697006, win rate: 50, sample: 2}, {look: 100 days, vol: 1.5, period: training, return: 0.2034182050000001, drawdown: 0.11563757598641589, win rate: 100, sample: 1}, {look: 100 days, vol: 1.5, period: holdout, return: 0.42876543149999985, drawdown: 0.15114592947241823, win rate: 100, sample: 1}]. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of test results with the following parameters: look, vol, period, return, drawdown, win rate, and sample. The list includes four test results with the following values: the first test had a look of 50, vol of 1.5, period of train, return of 0.1477981530000002, drawdown of 0.19110904605433854, win rate of 66.66666666666666, and sample of 3. The second test had a look of 50, vol of 1.5, period of holdout, return of 0.42876543149999985, drawdown of 0.15114592947241823, win rate of 100, and sample of 1. The third test had a look of 50, vol of 2, period of train, return of 0.1477981530000002, drawdown of 0.19110904605433854, win rate of 66.66666666666666, and sample of 3. The fourth test had a look of 50, vol of 2, period of holdout, return of 0.3466013494999998, drawdown of 0.1512695203183756, win rate of 100, and sample of 1. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data: Calculated September 19; assumptions and method in R91906 analyses. The results are as follows: a list of trading performance metrics, where look refers to the number of days considered, vol is the volatility, period is the time frame, return is the profit, drawdown is the largest loss, win rate is the percentage of successful trades, and sample is the number of trades. The list includes: a train period with 20 look, 1 vol, 0.3612243660000002 return, 0.11560293428156676 drawdown, 100 win rate, and 3 sample; a holdout period with 20 look, 1 vol, 0.18921019600000025 return, 0.38457594157697006 drawdown, 50 win rate, and 2 sample; a train period with 20 look, 1.5 vol, 0.26803827300000016 return, 0.13237723895045406 drawdown, 100 win rate, and 3 sample; and a holdout period with 20 look, 1.5 vol, 0.42876543149999985 return, 0.15114592947241823 drawdown, 100 win rate, and 1 sample. https://runway.adityaperswal.workers.dev/data/stock-bars

The current technical measurements for BB are as follows: the current price is 7.99, the 20-day simple moving average, or sma20, is 7.851, the 50-day simple moving average, or sma50, is 8.517, and the 200-day simple moving average, or sma200, is 6.154. The average true range, or atr20, over 20 days is 0.358, the realized volatility, or rv20, over 20 days is 0.561, the variance ratio, or vr, is 1.496, and the momentum, or mom20, over 20 days is -0.018. The relative strength index, or rsi, is 48.42. The highest price in the last 252 days, or high252, was 13.59. The correlation measurements are: dist50, mom20, rsi, rv20, vr, and move, with the following correlation coefficients: dist50 and mom20 have a correlation of 0.838, dist50 and rsi have a correlation of 0.876, dist50 and rv20 have a correlation of 0.038, dist50 and vr have a correlation of 0.098, dist50 and move have a correlation of 0.479, mom20 and rsi have a correlation of 0.897, mom20 and rv20 have a correlation of -0.028, mom20 and vr have a correlation of 0.229, mom20 and move have a correlation of 0.295, rsi and rv20 have a correlation of -0.246, rsi and vr have a correlation of 0.293, rsi and move have a correlation of 0.297, rv20 and vr have a correlation of -0.482, rv20 and move have a correlation of 0.32, vr and move have a correlation of -0.339. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following output: the system tested several indicators, including dist50, mom20, rsi, rv20, and vr, which are technical indicators used to predict stock prices. The results are as follows: for dist50, the intercept was 0.02080530770946604, the slope was 0.3390742424092792, the training correlation was 0.3735555928745949, the predicted test values were 0.03154754756133819 and 0.09084894687796825, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.0796462214709866, and the null mean absolute error was 0.1145137990584352. For mom20, the intercept was 0.018729316322312825, the slope was 0.24702481960965997, the training correlation was 0.33380961390909497, the predicted test values were 0.024457428081377353 and 0.024596889234656256, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.11631731003262302, and the null mean absolute error was 0.1145137990584352. For rsi, the intercept was -0.10679691451512244, the slope was 0.0026033748359571875, the training correlation was 0.288071480930642, the predicted test values were 0.04484195816343414 and 0.03282937080149151, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.102008804208177, and the null mean absolute error was 0.1145137990584352. For rv20, the intercept was -0.06597785865859225, the slope was 0.1790304881687717, the training correlation was 0.3006989330627181, the predicted test values were -0.002762085200662859 and 0.05235827429137922, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.11604637414528163, and the null mean absolute error was 0.1145137990584352. For vr, the intercept was 0.08138329391361909, the slope was -0.03412892694922373, the training correlation was -0.2524915182411401, the predicted test values were 0.051882048802971564 and 0.05091940776090957, the actual test values were 0.0821529745042493 and 0.19953596287703035, the test mean absolute error was 0.08944374040869925, and the null mean absolute error was 0.1145137990584352. https://runway.adityaperswal.workers.dev/data/stock-bars

A data scan found the following option cost sweep results: the results are presented in a list of option types, including call options, referred to as type C, and put options, referred to as type P, with their respective costs, periods, returns, drawdowns, win rates, and sample sizes. The list includes: a call option with a cost of 0.02, a return of -0.6, a drawdown of 2.45, a win rate of 28.57 percent, and a sample size of 7, during the training period, a call option with a cost of 0.02, a return of -0.4, a drawdown of 0.4, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.02, a return of -6.5, a drawdown of 8.2, a win rate of 14.29 percent, and a sample size of 7, during the training period, a put option with a cost of 0.02, a return of -3.8, a drawdown of 3.8, a win rate of 0 percent, and a sample size of 2, during the holdout period, a call option with a cost of 0.05, a return of -6.4, a drawdown of 6.4, a win rate of 14.29 percent, and a sample size of 7, during the training period, a call option with a cost of 0.05, a return of -1, a drawdown of 1, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.05, a return of -9.8, a drawdown of 10.9, a win rate of 14.29 percent, and a sample size of 7, during the training period, a put option with a cost of 0.05, a return of -4.9, a drawdown of 4.9, a win rate of 0 percent, and a sample size of 2, during the holdout period, a call option with a cost of 0.1, a return of -13.8, a drawdown of 13.8, a win rate of 0 percent, and a sample size of 7, during the training period, a call option with a cost of 0.1, a return of -1.8, a drawdown of 1.8, a win rate of 0 percent, and a sample size of 1, during the holdout period, a put option with a cost of 0.1, a return of -12.5, a drawdown of 12.6, a win rate of 14.29 percent, and a sample size of 7, during the training period, and a put option with a cost of 0.1, a return of -2.7, a drawdown of 2.7, a win rate of 0 percent, and a sample size of 1, during the holdout period. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline about historical option marks for BB with the ticker BB260717P00007000. Measured on September 19, there was an issuer event on June 25, 2026. The exact entry trade close was 0.21 on June 22, 2026, and the post-reaction close was 0.05 on June 25, 2026. This means the price changed after the event. One contract has a multiplier of 100, and there is a 0.02 share friction, which is a small cost, on each side, plus a 1 USD round trip, which is the cost of buying and selling. The nearest out-of-the-money, or OTM, half-dollar grid with entry plus 0.02 less than or equal to 0.30, and the first monthly expiry is greater than or equal to 7 days after the reaction. There is no entry or exit forward fill, which means no advance orders were placed. Trade marks are not executable quotes, which are prices that cannot be traded. The selection was made before checking exit availability, and missing values are not zero. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline about historical option marks for BB with the ticker BB260417P00003500. Measured on September 19, there was an issuer event on April 9, 2026. The exact entry trade close was 0.16 on April 6, 2026, and the post-reaction close was 0.04 on April 9, 2026. This trade involved one contract with a 100 multiplier, and there was a 0.02 share friction on each side, plus a 1 USD round trip, which is the cost of buying and selling. The nearest out-of-the-money, or OTM, half-dollar grid had an entry price plus 0.02 that was less than or equal to 0.30, with the first monthly expiry being at least 7 days after the reaction. There was no entry or exit forward fill, meaning no advance orders were placed. The trade marks were not executable quotes, which are prices at which a trade can be made. The selection was made before checking exit availability, and missing values were not treated as zero. https://runway.adityaperswal.workers.dev/data/option-bars