Notes

A news scan found the issuer release date of BB to be 2024-04-03. The company had a conference call at 17:30 ET, which may affect how the stock price reacts the next day. Before the announcement on 2024-04-03, the stock price was 2.81. After the announcement, on 2024-04-04, the stock opened at 2.96 and closed at 2.88. This means the stock price had a gap of 5.3380782918149405% and a close reaction of 2.491103202846978%. Before the event, the stock had a 50-day moving average, or distSMA50, of 0.008324960528204528, a 20-day momentum, or mom20, of 0.0725190839694656, a 20-day realized volatility, or RV20, of 0.7224895287779648, a volume ratio, or volratio, of 0.9041909553699857, and a 14-day relative strength index, or RSI14, of 51.59865336523733. The stock price data can be adjusted at https://runway.adityaperswal.workers.dev/data/stock-bars. Note that pre-announcements and the mix of business may affect the results. The release is controlled by the issuer, not an independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q4-FY24-Earnings-Press-Release.pdf

A news scan found the earnings release date for BB was 2023-12-20. The company had a conference call at 17:30 ET, which helps investors react to the news in the next trading session. Before the announcement on 2023-12-20, the stock price was 4.1. After the announcement, on 2023-12-21, the stock opened at 3.88 and closed at 3.58. This means the stock price dropped by 5.3658536585365795% at the opening, and by 12.682926829268283% by the end of the day. Before the announcement, some technical indicators were: the 50-day moving average, or the average stock price over the last 50 days, was 0.09508547008546997; the momentum, or speed of stock price change, over 20 days was 0.1357340720221607; the realized volatility, or how much the stock price actually changed, over 20 days was 0.40386199087764957; the volume ratio, or how much the stock was traded compared to usual, was 1.227229068430835; and the Relative Strength Index, or a measure of how overbought or oversold the stock is, over 14 days was 55.215900859619246. The data can be adjusted at https://runway.adityaperswal.workers.dev/data/stock-bars. Note that this reaction may be influenced by previous announcements or the mix of businesses in the company. The release is controlled by the issuer, not an independent source. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q3-FY24-Earnings-Press-Release-FINAL.pdf

A news scan found the headline about BB issuer earnings reaction on 2023-09-28. The earnings were collected on September 19. The issuer released the information on September 28, and there was a call at 17:30 ET, which helps to understand how the market reacted the next day, although the exact time of the release is not confirmed. Before the release, the price was 4.76 on September 28, and after the market opened on September 29, the price was still 4.76, but it closed at 4.71. This means there was no gap in the price, but the price did go down by -1.0504201680672232% by the end of the day. Before the event, some technical indicators were: the 50-day moving average was -0.03149670383331993, which is a measure of the average price over the last 50 days, the momentum over 20 days was -0.1376811594202898, which shows the speed of price changes, the realized volatility over 20 days was 0.8336598127492284, which measures how much the price has fluctuated, the volume ratio was 0.9081937025476667, which compares the volume of trades to a usual volume, and the Relative Strength Index over 14 days was 41.38535435137845, which is a measure of how overbought or oversold the stock is. The data can be adjusted at https://runway.adityaperswal.workers.dev/data/stock-bars. It's worth noting that pre-announcements and the mix of businesses may affect the results, and the release is controlled by the issuer, not an independent source. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q2-FY24-Earnings-Press-Release-FINAL.pdf

A news scan found the headline related to BB issuer earnings reaction on 2023-06-28. The company released its earnings on 2023-06-28, with a call at 17:30 ET, which may affect the stock price the next day. Before the earnings release, the stock price was 5.01 on 2023-06-28. After the release, the stock opened at 5.26 and closed at 5.36 on 2023-06-29. This means the stock price increased by 4.990019960079839% when it opened, and by 6.986027944111783% by the end of the day. Before the event, some technical indicators were: the 50-day moving average, or distSMA50, was 0.025756521026985002, the 20-day momentum, or mom20, was -0.034682080924855585, the 20-day realized volatility, or RV20, was 0.3537976033991675, the volume ratio, or volratio, was 1.854355181221658, and the Relative Strength Index, or RSI14, which measures how overbought or oversold a stock is, was 49.462574629389586. The data can be adjusted at https://runway.adityaperswal.workers.dev/data/stock-bars. The reaction may be affected by preannouncements or the company's business mix. The earnings release is controlled by the issuer, not an independent expectation. https://irp.cdn-website.com/586e2b1b/files/uploaded/Q1-FY24-Earnings-Press-Release-FINAL.pdf

The SFIX model output was measured on September 19 in the event_calc.py and simulation.py files. The distributions showed a median of 16.578014% and a P80 of 31.413933%. The bootstrap, which is a statistical method, had a 20,000-iteration confidence interval with a median between 7.990075% and 30.251626%, and a P80 between 16.524823% and 44.347826%. A simulation of 30,000 iterations was run for 40%, 60%, and 80% volatility, with the following results: at a premium of 0.13, the stop was 80.416667%, 77.89%, and 73.853333%, the target was 7.233333%, 11.866667%, and 17.726667%, the mean USD was -5.252341, -2.531753, and 1.134710, and the win percentage was 17.943333%, 20.62%, and 24.913333%. The P05, which is the 5th percentile, was -14, including fees. At a premium of 0.28, the means were -18.599587, -16.279246, and -13.772511. At 0.11, the means were -3.223204, -0.528166, and 3.157407. The intrinsic-only Kelly, which is a betting strategy, had the following results: 0.10, 0.11, 0.13, and 0.28, with half of the account at 1.77%, 0.70%, 0%, and 0%. This analysis is based on frozen methodology and assumptions, and these results are calculated model outputs, not market facts or verified live probabilities. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the text: R91904 10 events queried, base 7 matched, with 2 missing affordable exact-entry marks for March and September 2025, and December 2025 P2.5 entry, and 0.8 lacks exact post-event mark. The results show that the missing values are not zero. The analysis used vectorbt with one contract per 1000 accounts, from T-3 close to T+1 close, with a full premium of 30 or less after assumed entry slippage. The costs were 0.02, 0.05, and 0.10 per share on each side, plus a 0.50 USD fee. The training results were 5.05, 2.90, and 5.45 percent returns, with drawdowns of 4.195166, 4.810361, and 2.885572 percent, and win rates of 40, 40, and 66.666667 percent. The held-out results were -1.85, -2.20, and -3.20 percent returns, with the same drawdowns, and a win rate of 0. The base results were a 3.20 percent return, a 5.882353 percent drawdown, and a 28.571429 percent win rate. High-cost samples changed the selection and missingness, but not the improvement. Non-trade-day marks were forward-filled solely for portfolio valuation, and the baseline of 1000 was included in the drawdown. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX260618P00002500 put option had a close price of 0.06 on June 5, 2026, and a close price of 0.04 on June 11, 2026. The premium multiplier was 100. This option was selected because it was the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, and its price on June 5, 2026, plus 0.02 for assumed slippage, was less than or equal to 0.30. The option also had to have its first monthly expiration at least 7 calendar days after earnings were announced. The data from March and June 2026 were held out of the sample by a chronological split. The daily trade marks were not executable quotes, and the sample excluded any missing data. The June 2026 expiry date was corrected from June 19 to June 18, based on observed OCC bars and a holiday convention. The fee for each trade was 0.50 USD per side, plus 0.02 per share per side, and no stale entries were forward-filled. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the headline is not available, but a data line shows historical put marks for SFIX. Collected on September 19, the data for SFIX260320P00002500, a put option, shows that on March 6, 2026, three days before the event, the close was 0.1, and on March 12, 2026, one day after the event, the close was 0.01. The premium multiplier is 100. The selection method used the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, adding 0.02 for assumed slippage, which is the difference between the expected and actual price, as long as it was less than or equal to 0.30. The option also had to have an expiry date at least seven calendar days after earnings were announced, with the first monthly expiry being considered. The data for March and June 2026 were held out, or excluded, by splitting the data chronologically. The daily trade marks were not actual quotes that could be executed, but rather a sample that excluded any missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed data from the Options Clearing Corporation, or OCC, and following standard holiday conventions. The fee for each trade was 0.50 USD per side, plus 0.02 per share per side, and no stale entries were forwarded to be filled at a later time. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX put option with a strike price of 4.00 and an expiration date of June 25, 2025, had a close price of 0.2 on June 5, 2025, and a close price of 0.09 on June 11, 2025. The premium multiplier is 100. The selection criteria for this option was the nearest out-of-the-money, or OTM, strike price listed on a half-dollar grid with an exact T-3 mark plus 0.02 assumed slippage, which is less than or equal to 0.30, and the first monthly expiry is at least 7 calendar days after earnings. The data from March and June 2026 was held out by a chronological split. The daily trade marks are not executable quotes, and the sample excludes missing data. The June 2026 expiry was corrected from June 19 to June 18, based on observed OCC bars and holiday convention. The fee is 0.50 USD per side plus 0.02 per share per side, with no stale entry forward fills. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX put option with the ticker SFIX241220P00004000, which is a type of financial contract known as an option, had a close price of 0.24 on December 5, 2024, and a close price of 0.01 on December 11, 2024. The premium multiplier, which is a measure used to calculate the value of the option, was 100. The selection criteria for this option included choosing the nearest out-of-the-money, or OTM, strike price, which is the price at which the option can be exercised, listed on a half-dollar grid with an exact T-3 mark, which refers to a specific trading day, plus 0.02 assumed slippage, which is the difference between the expected and actual price of a trade, as long as it was less than or equal to 0.30. The option also had to have its first monthly expiry, which is the date on which the option expires, at least 7 calendar days after earnings, which refers to the company's financial reports. The data from March and June 2026 were held out, or excluded, by a chronological split, which is a way of dividing data into different time periods. The daily trade marks, which are records of trades, were not executable quotes, which are prices at which a trade can be made, and the sample excluded missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed OCC bars, which are a type of financial data, and a holiday convention, which is a set of rules for handling holidays. The fee for the trade was 0.50 USD per side, which refers to the buyer and seller, plus 0.02 per share per side, and there were no stale entry forward fills, which refers to a type of trade that is not executed immediately. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data line: Collected on September 19, the SFIX put option with the ticker SFIX241018P00003500 had a close price of 0.14 on September 19, which is three trading days before the current date, and a close price of 1.03 on September 25, which is one trading day after the current date. The premium multiplier is 100. The selection method used the nearest out-of-the-money, or OTM, strike price listed on a half-dollar grid with an exact T-3 mark plus 0.02 assumed slippage, which is a small amount added to account for the difference between the expected and actual price of a trade, as long as the slippage is less than or equal to 0.30. The first monthly expiry had to be at least seven calendar days after earnings. The data from March and June 2026 were held out by a chronological split. The daily trade marks were not executable quotes, which means they were not actual prices at which trades could be made. The sample excluded missing data. The expiry date for June 2026 was corrected from June 19 to June 18 based on observed OCC bars and a holiday convention. The fee was 0.50 USD per side plus 0.02 per share per side, and there were no stale entry forward fills, which means that old data was not used to fill in missing information. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the following data: Collected on September 19, the SFIX240621P00002000 put option had a close price of 0.13 on May 30, 2024, which is three trading days before the event, and a close price of 0.05 on June 5, 2024, which is one trading day after the event. The premium multiplier used was 100. The selection method used was to choose the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid and a mark plus 0.02 for assumed slippage, which is the difference between the expected and actual price of a trade, as long as the slippage was less than or equal to 0.30. The first monthly expiry, or expiration date, had to be at least seven calendar days after earnings were announced. The data from March and June 2026 were held out, or excluded, from the sample by a chronological split, which means the data was divided into two parts based on time. The daily trade marks were not executable quotes, which means they were not actual prices at which trades could be made, and the sample excluded any missing data. The expiry date for June 2026 was corrected from June 19 to June 18 based on observed OCC, or Options Clearing Corporation, bars and a holiday convention, which is a set of rules for handling holidays. A fee of 0.50 USD per side, which means per trade, plus 0.02 per share per side, was used, and no stale entry, which is an outdated trade, was forward-filled, which means it was not updated to reflect current prices. https://runway.adityaperswal.workers.dev/data/option-bars

A news scan found the historical data for SFIX put marks on 2024-03-04. The data was collected on September 19. It shows the put option SFIX240315P00003000, which is a type of financial contract, had a close price of 0.14 on 2024-02-28, and a close price of 0.4 on 2024-03-05. The premium multiplier is 100. The selection criteria for this data include choosing the nearest out-of-the-money, or OTM, option with a strike price on a half-dollar grid, and adding 0.02 for assumed slippage, which is the difference between the expected and actual price of a trade, as long as it is less than or equal to 0.30. The data also excludes the first monthly expiry that is less than 7 calendar days after earnings. The months of March and June 2026 were held out of the sample due to a chronological split. The daily trade marks are not executable quotes, meaning they are not actual prices that can be traded, and the sample excludes any missing data. The expiry date for June 2026 was corrected from June 19 to June 18, based on observed data from the Options Clearing Corporation, or OCC, and following standard holiday conventions. The fee for this trade is 0.50 USD per side, plus 0.02 per share per side, and does not include any stale entry forward fills, which are trades that are filled at a later time. https://runway.adityaperswal.workers.dev/data/option-bars

The technical state of SFIX as of the close on September 18 was measured using 931 daily bars from September 19. The Short Moving Average, or SMA, which is a way to smooth out price data, was 3.04725 for 20 days, 3.504 for 50 days, and 3.9037 for 200 days. The Average True Range, or ATR, which measures price volatility, was 0.1217 for 20 days, calculated using the arithmetic method. The Relative Strength Index, or RSI, which measures the speed and change of price movements, was 34.58576 for 14 days, calculated using the Wilder style. The highest price in the last 252 days was 5.94 and the lowest was 2.81. The latest volume was 3,014,686, which is 2.015883 times the average volume of the preceding 20 days. The return over the last 20 sessions was -14.97006%. The annualized sample risk, or volatility, over 20 days was 41.42043%. There was no interpolation for missing dates and no unfinished bars were used in the calculation. The updated 52-week low indicates an adverse trend, rather than a 52-week high entry point. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

On June 10, the issuer reported its financial results for the quarter that ended on May 2, 2026. The revenue was $340.277 million, which is a 4.7% increase from the same time last year. The company had 2.309 million active clients, which is a 0.9% increase from the previous quarter and a 1.9% decrease from the same time last year. The average revenue per active client, or RPAC, was $578, which is a 6.6% increase. The gross margin, or GM, was 43.7%, which is a 50 basis point decrease. The company had an EBITDA of $13.239 million, compared to a net loss of $1.525 million and stock-based compensation, or SBC, of $11.139 million. The operating cash flow, or OCF, was $11.774 million, and after subtracting capital expenditures, or capex, of $5.254 million, the free cash flow, or FCF, was $6.520 million, compared to $15.998 million last year. The company also bought back 4.5 million shares for $15.1 million and had $229.4 million in cash and investments with no debt. For the first nine months, the free cash flow was $15.445 million. For the fourth quarter, the company forecasts revenue of $322-327 million and EBITDA of $7-10 million. For the full year, the company forecasts revenue of $1346-1351 million and EBITDA of $49-52 million. These forecasts are based on the company's own predictions and are separate from the reported facts. This information does not include any updates from the September 19 news. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

A news scan found the following data about SFIX contracts. There were 931 daily bars of data from January 2023 to September 18, 2026. The initial attempt to get data up to September 19 failed, but getting data up to September 18 succeeded. The last trade was at a price of 2.84, with a high of 2.935, a low of 2.81, and a volume of 3014686. A call option, which is a contract to buy something, with a strike price of 2.5 had a bid, or buying price, of 0.42 and an ask, or selling price, of 0.53 at 19:59:57.704Z, which is a time in UTC, or Coordinated Universal Time. This option was considered oversized by 53 USD. Another call option with a strike price of 5 had a bid of 0 and an ask of 0.03 at 19:59:07.869Z. A put option, which is a contract to sell something, with a strike price of 5 had a bid of 1.87 and an ask of 2.33 at 19:59:54.420Z. The contract multiplier, which is a factor that determines the size of the contract, is 100, and the standard size, which is the normal amount of the asset being traded, is also 100. It was noted that the observed closing prices were different from the prices at which trades could be executed, and that it is important to keep the data fresh. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'SFIX October 16 put 2.5 closing indicative ask'. This refers to a put option, which is a type of financial contract, for the stock SFIX with a strike price of 2.5 and an expiration date of October 16. On September 18 at 19:59:55.952Z, the bid, or the price at which someone is willing to buy, was 0.03 with a size of 435, and the ask, or the price at which someone is willing to sell, was 0.28 with a size of 284. The implied volatility, a measure of how much the price is expected to fluctuate, was 1.0828, and the delta, which measures the rate of change of the option price with respect to the underlying stock price, was -0.2581. The last trade was on September 18 at 19:03:12 at a price of 0.13 for 2 units, which differs from the daily bar close of 0.15. There is a discrepancy between the latest trade and the minute bar, indicating they are not interchangeable. The contract list still shows a price of 0.14 as of September 16 with an open interest of 166. There is no explicit agreement for OPRA, or Options Price Reporting Authority, which is a system that reports option prices, and the omitted feed response matches the indicative price but is not proof of OPRA entitlement. The put ask spread is 0.25, which is 89.29% of the ask price, meaning that buying at the ask price and selling at the bid price would result in a loss of 89.29% before any price movement. A regular session refresh and limit are needed, and no fill is inferred. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

A news scan found the announcement that SFIX, a stock ticker, has confirmed its upcoming earnings report, which will be released after the market closes on Wednesday, September 23, 2026, at 5:17 PM Eastern Time. The standard 100-share contracts for October 16 will expire 23 calendar days after the event, which is more than the 7-day minimum required. This information was verified on September 19, and the event date is 4 days ahead. The information comes from two independent sources: the issuer for business and date, and Alpaca for prices, but syndications are not used to confirm the information. 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

On September 19, 2026, a measurement was taken to analyze the stock price reaction of SFIX after its earnings event, which originally occurred on June 10, 2026. The stock price before the event was 3.6, and on the next day, June 11, 2026, it opened at 3.83 and closed at 4.2, showing a gap of 6.388888888888888%. This data was obtained from a reliable source that provides stock prices. The original prices were used without any adjustments. The distribution timestamps from December 2024 confirm that the event occurred at 16:05 ET. The date of the event was verified through the company's primary source, and the prices were obtained from venue data, which are not related to option returns. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Third-Quarter-of-Fiscal-2026-Financial-Results/default.aspx

On September 19, 2026, the reaction to the SFIX earnings event, which originally occurred on March 11, 2026, after the market closed, was measured. The price of SFIX before the event was $3.38. The next day, March 12, 2026, the stock opened at $3.35 and closed at $3.30, resulting in a gap of -0.8875739644970349%. The prices were obtained from the stock bars data at https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=SFIX&timeframe=1Day&feed=sip&adjustment=all, which provides original raw returned prices with no imputation. The distribution timestamps from December 2024 corroborate that the event occurred at 16:05 ET, as reported at https://www.globenewswire.com/search/organization/stitch%2520fix%CE%B4%2520inc%C2%A7. The date source is primary/company and the prices are from venue data, and these returns are not related to options. https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Second-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx

On December 4, 2025, Stitch Fix, or SFIX, had an earnings event. The stock closed at 4.69 before the event and opened at 4.4 the next day, December 5, 2025, before closing at 5.12. This means the stock price had a gap of -6.183368869936034% from the previous close to the next open. The stock prices come from a reliable source that provides original prices without making any changes. The timing of the event was confirmed by the company's distribution timestamps on December 2024, which showed that the event happened at 16:05 ET. The dates and prices were taken from the company's primary data and the venue where the stock is traded, and do not include any returns from options. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-First-Quarter-2026-Financial-Results-and-Conference-Call/default.aspx

A news scan found the earnings event for SFIX on 2025-09-24. The stock closed at 5.64 before the event and opened at 4.775 and closed at 4.71 on 2025-09-25. This is a decrease of 15.336879432624107%. The stock prices come from a financial data source, and the event date and time were confirmed by the company's distribution timestamps on December 2024, which showed the event happening at 16:05 ET. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2025-Financial-Results-and-Conference-Call-09-03-2025/default.aspx

On June 10, 2025, Stitch Fix, or SFIX, had an earnings event. The stock closed at 4.79 before the event and opened at 4.56 the next day, June 11, 2025, then closed at 4.285. This means the stock price dropped by 4.801670146137793 percent. The stock price information comes from a website that provides stock market data. The original prices were used, without any changes. The company's announcement timestamps from December 2024 confirm that the event happened at 16:05 Eastern Time. The dates and prices come from the company and the stock market, and are not related to options trading. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Third-Quarter-2025-Financial-Results-and-Conference-Call-05-20-2025/default.aspx

A news scan found the earnings event for SFIX on 2025-03-11. The stock closed at 4.23 before the event and opened at 4.87 on 2025-03-12, then closed at 4. This means there was a gap of 15.130023640661939% between the close before the event and the open after. The prices come from a website that provides stock market data. The company that issued the stock, Stitch Fix, announced the event at 16:05 ET in December 2024, according to a press release website. The dates and prices come from the company and the stock market, and are not related to options trading, which is a type of investment where people buy the right to buy or sell a stock at a certain price. https://investors.stitchfix.com/news-events/press-releases/news-details/2025/Stitch-Fix-Announces-Date-for-Second-Quarter-2025-Financial-Results-and-Conference-Call-02-18-2025/default.aspx

On December 10, 2024, Stitch Fix, or SFIX, had an earnings event. The stock price before the event was 4.6. The next day, December 11, 2024, the stock opened at 5.748 and closed at 6.64. This means the stock price increased by 24.956521739130455%. The stock prices come from a financial data source. The company's announcement was made at 16:05 Eastern Time, according to a press release found on Globenewswire. The dates and times come from the company itself and the stock prices come from a financial exchange. These numbers are about the stock price, not about options. https://investors.stitchfix.com/news-events/press-releases/news-details/2024/Stitch-Fix-Announces-First-Quarter-of-Fiscal-Year-2025-Financial-Results-12-10-2024/default.aspx