TH R9251230 order receipt = 17
Order17 pending: buy1 TH261016C00027000 limit.18, stop.09,target3.58,horizonOct16. Premium $18=1.803% of $998.40 equity and 18% fund cap; no fill claimed.
venue order receipt 781b12dc-1a63-40c0-9f12-e7de0182bbf0
Notes
1078 observations, newest first
CAG R9251230 Oct16 P14 rejection = 0.38
Spot14.315, P14 bid.32/ask.38, OI650, IV37.28%; $38 premium exceeds cap and hurdle4.855% exceeds frozen N11 median2.0644%. Issuer Sep30 earnings: https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
LW R9251230 best affordable dated rejection Oct16 P35 = 0.17
Spot 43.935, P35 bid .03/ask .17, OI403, IV56.71%. Downside hurdle (43.935-35+.17)/43.935=20.725%, above N11 median10.017% and P8020.108%; P80 intrinsic is zero after premium. Issuer earnings Oct6: https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
DSX R9251230 rejected live Oct16 P3 ask = 0.38
Spot 2.815, P3 bid .12/ask .38, OI493. One contract costs $38, above 3% equity cap $29.952; rejected despite former median gate.
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
TH R9251230 live spot and Oct16 C27 ask = 0.18
2026-09-25 16:30-16:31UTC: TH spot 21.095; C27 bid 0/ask 0.18 size44, OI1 dated Sep23, IV unavailable in snapshot. One contract premium $18; quote is live indicative and order used displayed ask.
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
BB BB Oct2 $7 put contract close and OI = 0.09
2026-09-21 close $0.09, OI 479 dated 2026-09-18, ppind true. With prior spot $8.53, hurdle=(8.53-7+0.09)/8.53=18.9918%, above frozen median 9.1153% and P80 12.833%; reject despite low premium.
runway option_contracts BB; https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954
SFIX SFIX Oct16 $2.5 put contract close and OI = 0.13
2026-09-21 close $0.13, OI 188 dated 2026-09-18. Prior spot $2.85 implies hurdle (2.85-2.5+0.13)/2.85=16.8421%, slightly above frozen median |move| 16.5780%; frozen P80 payoff $0.55216 / $0.13 =4.247x gross. Tail gate passes, but issuer earnings are Sep23 after close and mandate requires a live regular-session quote plus defended execution.
runway option_contracts SFIX; https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx
DSX DSX Oct16 $3 put contract close and OI = 0.17
2026-09-21 contract close $0.17; one contract premium $17; OI 279 dated 2026-09-18. At prior spot $3.11 the downside hurdle is (3.11-3+0.17)/3.11=9.0032%, below the frozen split-only median |move| 13.9785%; P80 intrinsic payoff $0.51465 is 3.027x the $0.17 premium, below the alternative 4x gate. Median gate passes, but this is a prior close, not a live attainable quote.
runway option_contracts DSX; https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92104 execution and minimum-size thresholds = 29.9778
Context equity999.26/fund100 deployed0;query_tradesempty. DerivedOctP20spread75%,NovP20spread18.518519%;Novexpiry24dayspastOct27;Octexpiry11daysbefore. PositiveEV full14USDall-in targetcase requires8.224299% and halfKelly sufficientfor14requires10.795922%. These are thresholds not liveodds. ProposedOctstop.06>indicativebid.03; stoptriggerbasisunverified. NovemberC22.5cost43>cap. Jobreceipts276/277/279/280/283 allEND/exit0, remaining24/24/90/92/92;notindependentpriceupdates.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 corrected vectorbt synthetic payoff audit = 6
[{"era":"train","slippage":0,"return_pct":12.82272727272728,"drawdown_pct":1.4014014014014031,"win_rate_pct":33.33333333333333,"n":3},{"era":"train","slippage":0.01,"return_pct":12.088500000000007,"drawdown_pct":1.5911823647294487,"win_rate_pct":33.33333333333333,"n":3},{"era":"test","slippage":0,"return_pct":-4.2,"drawdown_pct":4.1041041041041115,"win_rate_pct":0,"n":3},{"era":"test","slippage":0.01,"return_pct":-4.7639999999999985,"drawdown_pct":4.573146292585162,"win_rate_pct":0,"n":3}]; synthetic funded100USD wrapper, terminal100+100*legacy-capped-intrinsic-12premium,1USDfee each side,0/1%wrapper slippage. Chronological first3/pre2026 vs2026last3. Not actual option prices/returns; 1%wrapper slippage is dollar stress. Initial zero-price representation rejected fee-paying exits; corrected before using results.
https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92104 repaired SIP request and reproduced technical metrics = 429
{"n":429,"last":{"c":20.75,"h":21.32,"l":20.65,"n":16919,"o":20.66,"t":"2026-09-18T04:00:00Z","v":2560047,"vw":20.835082},"priorclose":19.84,"sma50":17.593400000000003,"sma200":16.124950000000002,"atr20":0.76122,"rsi14":69.68641114982577,"prior252_high":20.4,"volume_ratio20":9.398944840955151}; supersedes current-run SIP-unavailable statement: fullRFC3339 start2025-01-01T00:00Z/end2026-09-21T03:40Z succeeds200, split-only. Date-only earlier403 not proof entitlement permanently unavailable. No automatic feed substitution.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=sip&adjustment=split
MG Mill Road September18 beneficial ownership and call sales = 1938316
Sep18 13D/A, eventSep16:6.1% on31,849,893 shares denominator Aug5. Fund sold standard listed Feb19 2027 C25:1680contractsSep16 at1.0997/share and4120Sep17 at1.2105;580,000underlying. Filing describes ordinary-course trades, not adverse deal information, not own venue flow or October put OI. Latest8SEC filings allSep18 in current CLI query; not proof no later news.
https://www.sec.gov/Archives/edgar/data/1436126/000119312526395732/xslSCHEDULE_13D_X02/primary_doc.xml
MG R92104 assumed downside scenarios 16-18 = 100000
[{"downside_price":17,"assumed_pre_expiry_probability":0.05,"assumed_survival":0.25,"net_mean":-11.952165909090906,"loss_pct":98.797,"target_hit_pct":1.203,"halfKelly_allin_dollars":0},{"downside_price":17,"assumed_pre_expiry_probability":0.1,"assumed_survival":1,"net_mean":2.8593090909091,"loss_pct":90.096,"target_hit_pct":9.904,"halfKelly_allin_dollars":9.666975560081491},{"downside_price":17,"assumed_pre_expiry_probability":0.1,"assumed_survival":0.25,"net_mean":-9.837943181818178,"loss_pct":97.555,"target_hit_pct":2.445,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 assumed downside scenarios 13-15 = 100000
[{"downside_price":17,"assumed_pre_expiry_probability":0.01,"assumed_survival":1,"net_mean":-12.31645227272727,"loss_pct":99.01100000000001,"target_hit_pct":0.989,"halfKelly_allin_dollars":0},{"downside_price":17,"assumed_pre_expiry_probability":0.01,"assumed_survival":0.25,"net_mean":-13.608477272727269,"loss_pct":99.77000000000001,"target_hit_pct":0.22999999999999998,"halfKelly_allin_dollars":0},{"downside_price":17,"assumed_pre_expiry_probability":0.05,"assumed_survival":1,"net_mean":-5.621413636363631,"loss_pct":95.078,"target_hit_pct":4.922,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 assumed downside scenarios 10-12 = 100000
[{"downside_price":18.3,"assumed_pre_expiry_probability":0.05,"assumed_survival":0.25,"net_mean":-11.7271,"loss_pct":98.663,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":18.3,"assumed_pre_expiry_probability":0.1,"assumed_survival":1,"net_mean":3.0305999999999953,"loss_pct":89.982,"target_hit_pct":0,"halfKelly_allin_dollars":9.608269230769215},{"downside_price":18.3,"assumed_pre_expiry_probability":0.1,"assumed_survival":0.25,"net_mean":-9.6956,"loss_pct":97.468,"target_hit_pct":0,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 assumed downside scenarios 7-9 = 100000
[{"downside_price":18.3,"assumed_pre_expiry_probability":0.01,"assumed_survival":1,"net_mean":-12.2643,"loss_pct":98.979,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":18.3,"assumed_pre_expiry_probability":0.01,"assumed_survival":0.25,"net_mean":-13.5767,"loss_pct":99.751,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":18.3,"assumed_pre_expiry_probability":0.05,"assumed_survival":1,"net_mean":-5.3844,"loss_pct":94.932,"target_hit_pct":0,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 assumed downside scenarios 4-6 = 100000
[{"downside_price":19.84,"assumed_pre_expiry_probability":0.05,"assumed_survival":0.25,"net_mean":-13.797599999999996,"loss_pct":98.735,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":19.84,"assumed_pre_expiry_probability":0.1,"assumed_survival":1,"net_mean":-12.392799999999996,"loss_pct":89.955,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":19.84,"assumed_pre_expiry_probability":0.1,"assumed_survival":0.25,"net_mean":-13.613599999999995,"loss_pct":97.585,"target_hit_pct":0,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 assumed downside scenarios 1-3 = 100000
[{"downside_price":19.84,"assumed_pre_expiry_probability":0.01,"assumed_survival":1,"net_mean":-13.840639999999995,"loss_pct":99.004,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":19.84,"assumed_pre_expiry_probability":0.01,"assumed_survival":0.25,"net_mean":-13.961599999999995,"loss_pct":99.76,"target_hit_pct":0,"halfKelly_allin_dollars":0},{"downside_price":19.84,"assumed_pre_expiry_probability":0.05,"assumed_survival":1,"net_mean":-13.213439999999995,"loss_pct":95.084,"target_hit_pct":0,"halfKelly_allin_dollars":0}]; seed92104, not observed probabilities; full loss plus2USD friction, capped1.702273/share payoff. No actual option stop paths.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 calculated mechanics
{"offer":20.35,"premium_to_offer_pct":1.9656019656019597,"put_breakeven":19.88,"put_costed_breakeven":19.86,"target_stock":18.297727272727272,"target_below_offer_pct":10.084878266696462,"offer_put_payoff":0,"prior_close19_84_payoff":0.16000000000000014,"prior_close19_84_break_even_probability":0.8749999999999991,"expiry_days_before_goshop":11,"minimum_event_expiry":"2026-11-03"}; research/mg_audit.py, seed92104. Legacy six normalized stock reactions from observation32462; current indicative quote. Scenarios assumed, not live probability or actual option PnL.
https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92104 calculated legacy
{"n":6,"median_pct":9.511654330248309,"p80_pct":11.818181818181817,"hurdle_pct":4.19277108433735,"p80_payoff":1.702272727272728,"multiple":14.185606060606068,"signed_profitable":1,"net_mean":14.371212121212134,"bootstrap_mean_ci95":[-13.999999999999998,71.1136363636364],"loo_means":[20.04545454545456,-13.999999999999996,20.04545454545456,20.04545454545456,20.04545454545456,20.04545454545456],"train_proxy":{"return_pct":12.822727272727285,"drawdown_pct":1.4000000000000012,"win_rate_pct":33.33333333333333,"n":3,"net_dollars":[-13.999999999999998,156.2272727272728,-13.999999999999998]},"holdout_proxy":{"return_pct":-4.200000000000004,"drawdown_pct":4.200000000000004,"win_rate_pct":0,"n":3,"net_dollars":[-13.999999999999998,-13.999999999999998,-13.999999999999998]}}; research/mg_audit.py, seed92104. Legacy six normalized stock reactions from observation32462; current indicative quote. Scenarios assumed, not live probability or actual option PnL.
https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92104 calculated cap = 29.9778
29.9778; research/mg_audit.py, seed92104. Legacy six normalized stock reactions from observation32462; current indicative quote. Scenarios assumed, not live probability or actual option PnL.
https://runway.adityaperswal.workers.dev/data/stock-bars
MG R92104 contract metadata
option_contracts receipt: selectedOct16P20 OI null,close.10 Sep18;Nov20P20 OI2055 Sep17,close.20 Sep18;Oct16C22.5 OI1473 Sep17;Nov20C22.5 OI1877 Sep17. All active tradable American size100/multiplier100. This metadata not Monday liquidity.
option_contracts MG retrieved2026-09-21T04UTC
MG R92104 four selected indicative contracts = 4
Sep18quotes retrieved again,not fresh/executable: Oct16P20 .03/.12 at19:54:25.970Z IV.152;Nov20P20 .22/.27 at19:58:31.265Z IV.1733;Oct16C22.5 .13/.18 at19:50:05.243Z IV.3146;Nov20C22.5 .23/.43 at16:59:57.066Z IV.2674. Stored full JSON research/mg_chain.json. Option bars are trades not achievable roundtrips.
https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative
MG R92104 SIP unavailable and IEX cross-check = 20.75
Retrieved this run SIP403 subscription; IEX200 split-only Sep17close19.85/Sep18close20.75,Sep18volume80318/open20.71/high21.19/low20.70. IEX subset not consolidated volume; original frozen SIP Sep17close19.84 must remain separate. Full IEX bars saved research/mg_iex.json; no refit of SIP breakout study.
https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=iex&adjustment=split
MG Financing and voting conditions
September18 8K reports no financing condition; equity/debt commitments subject terms. Majority shareholder vote and regulatory approvals required,31% support is not majority. No evidence of failed financing/competing proposal established. Employee Company Option cashout is not an OCC listed-option adjustment notice.
https://www.sec.gov/Archives/edgar/data/1436126/000114036126037107/ef20082419_8k.htm
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