Notes

A news scan found the order receipt for order number 17, which is pending. The order is to buy 1 call option for TH with the ticker symbol 261016C00027000 at a limit price of $0.18. The stop loss is set at $0.09 and the target price is $3.58, with a horizon of October 16. The premium for this option is $18, which is equal to 1.803% of the $998.40 equity and 18% of the fund cap. No fill has been claimed for this order. venue order receipt 781b12dc-1a63-40c0-9f12-e7de0182bbf0

The price of CAG is $14.315. The bid for October 16, 2026, P14 is $0.32 and the ask is $0.38. The open interest is 650 and the implied volatility is 37.28%. The $38 premium exceeds the cap and the 4.855% hurdle exceeds the frozen N11 median of 2.0644%. The issuer, Conagra Brands, will release its fiscal 2027 first quarter earnings on September 30, 2026, as announced at 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

The current spot price is 43.935. For option P35, the bid is 0.03 and the ask is 0.17. The open interest is 403, and the implied volatility is 56.71%. The downside hurdle is calculated as (43.935 - 35 + 0.17) / 43.935, which equals 20.725%. This is above the median of 10.017% for N11 and 20.108% for P80. The intrinsic value of P80 is zero after considering the premium. A news scan found the headline about Lamb Weston's earnings announcement on October 6, which can be found at 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

A news scan found the headline 'DSX R9251230 rejected live Oct 16 P3 ask'. The spot price is 2.815. The bid price for P3 is 0.12 and the ask price is 0.38. The open interest, which is the number of contracts that have not been settled, is 493. One contract costs 38 dollars, which is above the 3 percent equity cap of 29.952 dollars. The trade was rejected, even though it had met the median gate requirement in the past. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

On September 25, 2026, between 16:30 and 16:31 UTC, the spot price of TH was 21.095. The bid and ask prices for the October 16 C27 contract were 0 and 0.18, respectively, with a size of 44 and an open interest of 1, as of September 23. The implied volatility was not available. The premium for one contract was $18. This quote is a live indication and the order used the displayed ask price. https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative

A news scan found the headline is not available, but a data line shows that on September 21, 2026, a put contract for BB with a strike price of $7 and an expiration date of October 2 closed at $0.09. The open interest, which is the number of contracts still pending, was 479 as of September 18, 2026. The ppind, or a specific indicator, was true. With the prior spot price at $8.53, the hurdle, or the minimum return required, was calculated to be 18.9918%, which is above the frozen median of 9.1153% and the 80th percentile of 12.833%. Despite the low premium, the decision was to reject. 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

A news scan found the headline about a SFIX put contract. On September 21, 2026, the close price was $0.13 and the open interest, or the number of outstanding contracts, was 188, dated September 18, 2026. The prior spot price was $2.85, which means the contract had a hurdle, or a challenge, of 16.8421% to reach the strike price of $2.5, considering the close price of $0.13. This hurdle is slightly above the median move of 16.5780%. The potential payoff, if the contract had been exercised at the 80th percentile, would have been $0.55216, which is 4.247 times the close price of $0.13. Although the contract conditions were met, the issuer's earnings report is scheduled for September 23, after the market close, and the mandate requires a live quote during regular session hours and a defended execution, meaning the trade must be executed at a fair price with a willing buyer or seller. 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

A news scan found the contract close of the DSX Oct16 $3 put contract on 2026-09-21 was $0.17. This means one contract cost $17. The open interest, which is the number of contracts that have not been settled, was 279 as of 2026-09-18. At the prior spot price of $3.11, the downside hurdle, or the amount the price would have to drop, is 9.0032%. This is calculated by subtracting the strike price of $3 and adding the premium of $0.17, then dividing by the prior spot price. The frozen split-only median move is 13.9785%. The intrinsic payoff, which is the amount the contract would pay if it were exercised, is $0.51465 at the 80th percentile, and this is 3.027 times the $0.17 premium. However, this is below the alternative gate of 4 times the premium. The median gate passes, but this is based on a prior close, not a current available quote. runway option_contracts DSX; https://runway.adityaperswal.workers.dev/data/stock-bars

A trade was filled at 13:51 UTC for the XLV stock at a price of $86.65, with a quantity of 0.514414286, using a fractional market order. The Average True Range over 20 periods, or ATR20, which measures price volatility, was 2.1585. The adjusted signal mean, which is a calculated value used to make trading decisions, was 12.444763%. The stop loss, which is the price at which to automatically sell the stock to limit losses, was set at 164.13, and the target price, which is the desired sale price, was set at 186.34. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLV&feed=iex

A trade was made at 13:51 UTC, which is a time during regular trading hours. The trade was filled at a price of $86.65, with a quantity of 1.372608034, which is a fractional amount of a share. The average true range over 20 days, or ATR20, is 1.2580, which is a measure of price volatility. The adjusted signal mean is 19.704288%, which is a calculation used to determine the strength of a trend. A stop loss was set at $60.61 and a target price was set at $76.15. The total amount of XLE shares in the account remains below the 25% cap, with a trend following lot size, which is a strategy used to manage risk. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLE&feed=iex

A trade was made for the XLK fund at 13:51 UTC, which is during regular trading hours. The trade was filled at a price of $86.65, using a fractional market order for a quantity of 0.450959166. The Average True Range over 20 periods, or ATR20, which measures price volatility, was 3.1405. The adjusted signal mean, which is a calculation used to determine the strength of a trend, was 20.034955%. The stop loss, which is the price at which the trade will be automatically closed to limit losses, was set at 185.87. The target price, which is the price at which the trade will be automatically closed to take profits, was set at 227.45. https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLK&feed=iex

A news scan found the headline related to ELG.DE, specifically the R92104 issuer's Q3 calendar. The primary presentation from September 16, page 23, lists November 10, 2026, as the date for the quarterly results for Q3, with only the date provided. According to the footnote, the results may be released earlier or the date may be changed. A monitor review is scheduled for 12:30 UTC, which is the chosen time, not the time promised by the issuer. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260916_investor_presentation.pdf

A news scan found the headline about ELG.DE with the following details: the exact friction is E140.6, the stale September 16 Average True Range, or ATR, is 4.8400009155, and the S value is 130.919998169. The buy factor is 1.0015 multiplied by 1.0005, and the sell factor is 0.9985 multiplied by 0.9995. The calculation T equals the E value multiplied by the buy factor, plus 3 times the difference between the E value multiplied by the buy factor and the S value multiplied by the sell factor, all divided by the sell factor, which equals 171.894112. This supersedes the approximate value of 171.99 in document 3863. Note that this is not a target, entry, or valuation, and the stale range is not a current trade instruction. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE

A news scan found the data line for ELG.DE with the following information: the window is 2026 to 2026-09-18, with 4 trades, 20000 paths, and 20 trades per path. The mean trade percentage is 15.279142894079175. The bootstrap mean confidence interval percentage is between -5.085337533635134 and 29.43783321345016. The probability of the mean being positive is 0.95265. The final profit and loss percentages for the book are 197.96242818523768, 369.72521114455316, and 517.9729571777185 for the 5th, 50th, and 95th percentiles. The probability of the book losing is 0.0003. The maximum drawdown for the account is 5.304939434647293. The exit counts are as follows: stop is 0, gapstop is 1, target is 3, and time is 0. The half Kelly criterion is 0.30313499488431334. The seed is 92104, the stake is the minimum of the book, 120, or 0.25 of the account, with a fixed non-supply of 879.26, and no foreign exchange is involved. This is an empirical resampling, not live odds, based on the recent 4 trades, which are not calibration trades. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE

A news scan found the text: a window from 2023 to 2025 was used to analyze 19 events with 20000 paths and 20 trades per path. The mean trade percentage was -2.461470350402055. The bootstrap mean confidence interval percentage was between -7.256778970342964 and 3.1147455255644063. The probability of a positive mean was 0.1676. The final profit and loss percentages for the book were -87.07958559332585, -56.39223134046943, and 42.76140328148798 for the 5th, 50th, and 95th percentiles. The probability of a book loss was 0.8631. The maximum account drawdown at the 95th percentile was 9.752526876281875. There were 15 stop exits, 0 gap stop exits, 3 target exits, and 1 time exit. The half Kelly criterion was 0. This was based on seed 92104, with a stake of the minimum of the book, 120, or 0.25 of the account, and a fixed non-supply of 879.26. No foreign exchange was used, and empirical resampling was not based on live odds. The recent 4 trades were not used for calibration. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE

A news scan found the following data line: window from 2016 to 2022, with 32 data points, 20000 paths, and 20 trades per path. The mean trade percentage change was -0.16782047270337241. The bootstrap mean confidence interval percentage was between -4.471758242342003 and 4.734321793417242. The probability of the mean being positive was 0.459. The final profit and loss percentages for the book were -77.54071689550051 at the 5th percentile, -18.66474632301408 at the 50th percentile, and 116.22423185940139 at the 95th percentile. The probability of the book making a loss was 0.59765. The maximum drawdown percentage for the account at the 95th percentile was 9.19666411289759. The exit counts were 23 for stop, 0 for gap stop, 6 for target, and 3 for time. The half Kelly criterion was 0. Seed was 92104, with a stake of the minimum of the book, 120, or 0.25 times the account, and a non-supply of 879.26, which is fixed. No foreign exchange was involved. This was an empirical resampling, not live odds. The recent 4 trades were not used for calibration. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE

A news scan found the following data: the economics of ELG.DE have fee hurdles as shown in the table with 4 years and different discount rates. The table has the following rows: for a discount rate of 0.08, the annual pre-tax break even is 7.427251789569368, the undiscounted total is 29.709007158277473, the price per wafer if 100k is 74.27251789569368, the price per wafer if 250k is 29.709007158277473, and the price per wafer if 500k is 14.854503579138736. For a discount rate of 0.1, the annual pre-tax break even is 7.760581771170008, the undiscounted total is 31.042327084680032, the price per wafer if 100k is 77.60581771170008, the price per wafer if 250k is 31.042327084680032, and the price per wafer if 500k is 15.521163542340016. For a discount rate of 0.12, the annual pre-tax break even is 8.099167133119973, the undiscounted total is 32.39666853247989, the price per wafer if 100k is 80.99167133119974, the price per wafer if 250k is 32.39666853247989, and the price per wafer if 500k is 16.198334266239947. This is a derived sensitivity analysis, which means it looks at how different assumptions affect the results, including discount, wafer count, tax, and valuation yields. The fee source and calculations come from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following data: the economics of ELG.DE have fee hurdles as shown in the following rows. The data shows different scenarios with the same number of years, which is 3 years, but different discount rates. The discount rate is a measure of the expected return on investment, and it affects the calculations. The first scenario has a discount rate of 0.08, which means an expected return of 8%, and the results are: an annual pre-tax break-even point of 9.545624445539676, an undiscounted total of 28.63687333661903, a cost per wafer if 100,000 wafers are produced of 95.45624445539676, a cost per wafer if 250,000 wafers are produced of 38.182497782158705, and a cost per wafer if 500,000 wafers are produced of 19.091248891079353. The second scenario has a discount rate of 0.1, or 10%, and the results are: an annual pre-tax break-even point of 9.89202416918429, an undiscounted total of 29.676072507552874, a cost per wafer if 100,000 wafers are produced of 98.9202416918429, a cost per wafer if 250,000 wafers are produced of 39.56809667673716, and a cost per wafer if 500,000 wafers are produced of 19.78404833836858. The third scenario has a discount rate of 0.12, or 12%, and the results are: an annual pre-tax break-even point of 10.242184921763872, an undiscounted total of 30.726554765291617, a cost per wafer if 100,000 wafers are produced of 102.42184921763872, a cost per wafer if 250,000 wafers are produced of 40.96873968705549, and a cost per wafer if 500,000 wafers are produced of 20.484369843527745. These results are based on assumptions about discount, wafer count, tax, and valuation yields, and the fee source and calculations come from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following data: the economics of ELG.DE have fee hurdles as follows: for 2 years with a discount of 0.08, the annual pre-tax break even is 13.79492307692308, the undiscounted total is 27.58984615384616, the cost per wafer if 100k wafers are produced is 137.9492307692308, the cost per wafer if 250k wafers are produced is 55.17969230769232, and the cost per wafer if 500k wafers are produced is 27.58984615384616. For 2 years with a discount of 0.1, the annual pre-tax break even is 14.174285714285714, the undiscounted total is 28.34857142857143, the cost per wafer if 100k wafers are produced is 141.74285714285713, the cost per wafer if 250k wafers are produced is 56.69714285714286, and the cost per wafer if 500k wafers are produced is 28.34857142857143. For 2 years with a discount of 0.12, the annual pre-tax break even is 14.555773584905662, the undiscounted total is 29.111547169811324, the cost per wafer if 100k wafers are produced is 145.55773584905663, the cost per wafer if 250k wafers are produced is 58.22309433962265, and the cost per wafer if 500k wafers are produced is 29.111547169811324. This is a derived sensitivity analysis, which means it shows how different assumptions affect the results, and the assumptions include discount, wafer count, tax, and valuation yields. The fee source and calculations come from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following economics guidance for ELG.DE: the company provided three different scenarios for their financial performance, with the following details: the first scenario has a growth rate of 0.14, a margin of 0.17, sales of 664.164, operating free cash flow of 112.908, a forecast yield of 0.0468, after known H1 payment of 91.845, after known H1 yield of 0.0381, and H2 needed of 57.372. The second scenario has a growth rate of 0.14, a margin of 0.19, sales of 664.164, operating free cash flow of 126.191, a forecast yield of 0.0523, after known H1 payment of 105.128, after known H1 yield of 0.0436, and H2 needed of 70.655. The third scenario has a growth rate of 0.14, a margin of 0.21, sales of 664.164, operating free cash flow of 139.474, a forecast yield of 0.0578, after known H1 payment of 118.411, after known H1 yield of 0.0491, and H2 needed of 83.938. These scenarios are based on assumptions including discount, wafer count, tax, and valuation yields, with fee source and calculations from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following economics guidance for ELG.DE: the company provided three possible scenarios for its financial performance, with the following details: the first scenario has a growth rate of 0.12, a margin of 0.17, sales of 652.512, operating free cash flow of 110.927, a forecast yield of 0.045976384923753354, an amount of 89.864 after a known payment in the first half of the year, a yield of 0.0372463169831591 after this payment, and a needed amount of 55.391 for the second half of the year. The second scenario has a growth rate of 0.12, a margin of 0.19, sales of 652.512, operating free cash flow of 123.977, a forecast yield of 0.051385371385371394, an amount of 102.914 after a known payment in the first half of the year, a yield of 0.04265530344477713 after this payment, and a needed amount of 68.441 for the second half of the year. The third scenario has a growth rate of 0.12, a margin of 0.21, sales of 652.512, operating free cash flow of 137.027, a forecast yield of 0.056794357846989434, an amount of 115.965 after a known payment in the first half of the year, a yield of 0.04806428990639518 after this payment, and a needed amount of 81.492 for the second half of the year. These scenarios are based on assumptions about discount, wafer count, tax, and valuation yields, and the fee source and calculations are from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following economics guidance for ELG.DE: the company provided three rows of guidance, which are as follows: the first row has a growth rate of 0.1, a margin of 0.17, sales of 640.86, operating free cash flow, or operating fcf, of 108.95, a forecast yield of 0.0452, after known H1 payment of 87.88, after known H1 yield of 0.0364, and H2 needed of 53.41. The second row has a growth rate of 0.1, a margin of 0.19, sales of 640.86, operating fcf of 121.76, a forecast yield of 0.0505, after known H1 payment of 100.70, after known H1 yield of 0.0417, and H2 needed of 66.23. The third row has a growth rate of 0.1, a margin of 0.21, sales of 640.86, operating fcf of 134.58, a forecast yield of 0.0558, after known H1 payment of 113.52, after known H1 yield of 0.0471, and H2 needed of 79.04. These rows are derived sensitivity, meaning they show how changes in certain assumptions, such as discount, wafer count, tax, and valuation yields, affect the results. The fee source and calculations come from analysis3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A news scan found the following data: the economics sensitivity valuation of ELG.DE, also known as a grid of possible outcomes, is based on different assumptions. The required yield, or the minimum return expected, ranges from 0.04 to 0.07. The assumed future annual new grant cost, which is the cost of new grants, ranges from 0 to 20. The value of ELG.DE and the return percentage are calculated based on these assumptions. The results are as follows: for a required yield of 0.04 and no new grant cost, the value is 176.74 with a return of 25.71 percent. For a required yield of 0.04 and a new grant cost of 10, the value is 162.17 with a return of 15.34 percent. For a required yield of 0.04 and a new grant cost of 20, the value is 147.60 with a return of 4.98 percent. For a required yield of 0.05 and no new grant cost, the value is 140.62 with a return of 0.01 percent. For a required yield of 0.05 and a new grant cost of 10, the value is 128.96 with a return of -8.28 percent. For a required yield of 0.05 and a new grant cost of 20, the value is 117.31 with a return of -16.57 percent. For a required yield of 0.06 and no new grant cost, the value is 116.54 with a return of -17.12 percent. For a required yield of 0.06 and a new grant cost of 10, the value is 106.82 with a return of -24.02 percent. For a required yield of 0.06 and a new grant cost of 20, the value is 97.11 with a return of -30.93 percent. For a required yield of 0.07 and no new grant cost, the value is 99.33 with a return of -29.35 percent. For a required yield of 0.07 and a new grant cost of 10, the value is 91.01 with a return of -35.27 percent. For a required yield of 0.07 and a new grant cost of 20, the value is 82.68 with a return of -41.19 percent. These calculations are based on assumptions, not forecasts, and include inputs such as discount, yield, new grant cost, tax, and wafer count area, with a full analysis available at URL 3854. https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf

A data scan found the following measurements for ELG.DE: it has 2540 data points from 2016-09-19 to 2026-09-16, with a close of 139.80. The simple moving average, or average price over a set time, for 50 days is 146.36 and for 200 days is 144.40. The prior 20 days had an average of 144. The average true range, or price volatility, over 20 days is 4.84. The realized volatility, or actual price movement, over 20 days is 0.42. The correlation, or relationship, between ELG, DAX, and LFUS in 2026 is as follows: ELG and DAX have a correlation of 0.35, ELG and LFUS have a correlation of 0.42, and DAX and LFUS have a correlation of 0.29. The beta, or market sensitivity, of ELG in 2026 is 1.08. The alpha, or excess return, per day in 2026 is 0.00. The r-squared, or goodness of fit, is 0.12. A regression analysis used 175 data points. The worst open gap, or largest price jump, was -0.13. Event reactions from 2026-09-08 to 2026-09-09 were: ELG -0.42, DAX -1.66, and LFUS -0.23. There is no signal. The data has 2542 timestamps, 2540 complete bars, and 2 missing closes from Sep 17-18. There were 10 annual dividend events and no stock splits. The data has a cross-market close clock mismatch and uses DAX total return versus Yahoo adjusted stocks for correlations, which are descriptive. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE

A news scan found the headline 'ELG.DE R92104 fixed breakout L40 2026_2026-09-18 slippage0.0045'. The trading results for the window 2026_2026-09-18 are as follows: the return percentage is 63.39, the drawdown percentage is 20.60, and the win rate is 75. There were 4 trades, with a mean trade percentage of 14.59. The average win percentage is 24.45 and the average loss percentage is -15.00. The half Kelly criterion, a measure of optimal bet size, is 0.30. The reconcile error, a measure of data consistency, is very small at 9.992007221626409e-16. The actual history of the data ends on September 16, 2026, but the window label requested is September 18, 2026, and the closes for September 17-18 are missing, with no imputation, or estimation, of the missing values. The data has been adjusted for dividends and is in Euros, and the return is not the same as the executed profit and loss in US dollars. https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE?range=10y&interval=1d&events=div%2Csplits