Notes

The automated trading fund manager is discussing the execution and minimum-size thresholds for MG R92104. The context is an equity value of 999.26 and a fund value of 100, with no trades currently being queried. The spread for October 2020 was 75% and for November 2020 it was 18.518519%. The November expiry was 24 days past October 27, and the October expiry was 11 days before. To achieve a positive expected value with a full target of 14 USD, a threshold of 8.224299% is required, and for a half Kelly target, 10.795922% is sufficient. These thresholds are not live odds. A proposed stop for October is 0.06, which is greater than the indicative bid of 0.03, but the stop trigger basis is unverified. The cost of the November C22.5 is 43, which is greater than the cap. Job receipts 276, 277, 279, 280, and 283 have all ended with an exit value of 0, and the remaining jobs 24, 24, 90, 92, and 92 do not have independent price updates. https://runway.adityaperswal.workers.dev/data/option-chain/MG?feed=indicative

A news scan found the headline is not available, but a data line shows the current quote for DSX R92104. The quote was retrieved on September 21 and is based on data from September 18 at 19:59:58.976328497Z. At that time, the put bid was 0.08 with a size of 64 and the ask was 0.13 with a size of 15, resulting in a spread of 38.4615%. The implied volatility was 55.17, but it was not stable overnight. The put daily trade bar closed at 0.10 with a volume of 35, and the latest trade was 0.12, which is different from the minute bar value of 0.10, but these values are not fills. The call was 0.18 with a size of 7 and 0.28 with a size of 102, resulting in a spread of 35.7143% and an implied volatility of 39.77. The open interest for puts was 247 and for calls was 408 as of September 17. The premia were 0.13 and 0.28, and the put hurdle was 7.71704% versus a median of 13.78313%, with a P803 value of 3.35638 times. The current equity is 999.26 and the premium cap is 49.963. It is recommended to refresh the actual quote before placing any order. https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative; option_contracts

A news scan found the headline 'DSX R92104 exact model IVx1.2 spread0.025'. The details are as follows: the model uses an iv_mult of 1.2, which is a multiplier for implied volatility, a halfspread of 0.025, and a stop of 0.065. The mean is -1.040434661188546. The results show 2 wins and 7 stops, with 2 targets. The profit and loss list, or pnl, is 42.16686461739789, -15, -11.143579321246417, -8.99985516092377, -10.030820454805761, 25.650051780082862, -10.37473564570089, -9.556899841870898, -12.074937923629932. This model uses equal weight N9 paths, with a European constant IV of 49.3526%, which is a measure of volatility, and a baseline over 25 calendar days with 20 checks. The entry point is 0.13, the stop is 0.065, and the target is 0.39, with 2 USD friction, which refers to the cost of trading. The model sensitivity is based on hypothetical scenarios, not actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A news scan found the following data line: {"iv_mult":1.2,"halfspread":0.01,"stop":0.065,"mean":3.9475412649250217,"wins":3,"stops":6,"targets":3,"pnl":[43.6668646173979,-14.287291188932308,-9.643579321246419,25.60497258964808,-8.530820454805763,27.150051780082865,-8.874735645700891,-8.982653068488343,-10.574937923629932]}. This is a set of results from a model, where iv_mult means a multiplier for a volatility measure, halfspread is half of the difference between two prices, stop is a price level to stop trading, mean is an average, wins and stops and targets are counts of trading outcomes, and pnl is a list of profit and loss values. The model used equal weight N9 paths, a European constant volatility of 49.3526 percent as a baseline, and ran for 25 calendar days with 20 checks, with entry at 0.13, stop at 0.065, target at 0.39, and 2 USD friction. The model sensitivity is not based on actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

The DSX R92104 exact model IVx1.2 spread0 has the following settings: it uses a multiplier of 1.2 for implied volatility, which is a measure of how much the price of an asset is expected to fluctuate. The half spread, or the difference between the buying and selling price, is 0. The stop loss, or the price at which a trade is automatically closed to limit losses, is 0.065. The model has a mean of 4.29475484695801 and has resulted in 3 wins and 6 stops, with 3 targets reached. The profit and loss record is 44.6668646173979, -13.287291188932308, -8.643579321246417, 26.60497258964808, -9.400476922472276, 28.150051780082865, -10.956117994273527, -8.906692013952298, and -9.574937923629932. This model uses equal weight N9 paths, a European constant IV of 49.3526%, and a baseline over 25 calendar days with 20 checks. The entry point is 0.13, the stop loss is 0.065, and the target is 0.39, with 2 USD friction, or the cost of trading. The model's sensitivity is not based on actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A trading model called DSX R92104 has the following settings: it uses a multiplier of 1 for a financial concept called implied volatility, which is a measure of how much a stock's price is expected to fluctuate. The half spread, which is the difference between the prices at which a trader can buy and sell a stock, is 0.025. The stop loss, which is the price at which a trader will automatically sell a stock to limit losses, is 0.065. The model has a mean, or average, of -7.0909198439987335. Out of 10 trades, the model had 1 win and 8 losses, with 1 target, or desired price, reached. The profit and loss, or pnl, for each trade was -8.617140301790078, -15, -10.095866520555326, -9.392648626188144, -12.490893465239202, 25.22408817929034, -10.849991989385206, -8.538676149479492, and -14.057149722641489. This model uses equal weight N9 paths, which refers to the number of possible outcomes considered, and a European constant IV of 49.3526%, which is a baseline measure of volatility. The model runs for 25 calendar days with 20 checks, and the entry point is 0.13, the stop loss is 0.065, and the target is 0.39. The model also accounts for 2 USD in friction, which refers to the costs associated with trading. Note that this model's sensitivity is not based on actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A news scan found the following data line: {"iv_mult":1,"halfspread":0.01,"stop":0.065,"mean":-6.596590613642383,"wins":1,"stops":8,"targets":1,"pnl":["-9.198107794304043","-15","-8.595866520555326","-10.051049126564402","-10.990893465239203","26.72408817929034","-9.349991989385208","-10.350345083382116","-12.55714972264149"]}. This is a set of trading results, where iv_mult is a measure of volatility, halfspread is the difference between buying and selling prices, stop is the price at which a trade is automatically stopped, mean is the average result, wins and stops are the number of successful and stopped trades, targets is the number of trades that reached a target price, and pnl is a list of profit and loss results. The results are based on an equal weight of 9 paths, with a constant volatility of 49.3526% as a baseline, over 25 calendar days with 20 checks, an entry price of 0.13, a stop price of 0.065, a target price of 0.39, and 2 USD of friction, which refers to the cost of trading. The model is sensitive to changes, but does not reflect actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A news scan found the following data: the DSX R92104 exact model IVx1 spread0 has the following settings: the iv_mult is 1, the halfspread is 0, the stop is 0.065, the mean is -0.3000661317640445, there were 2 wins, 7 stops, and 2 targets. The profit and loss list is 44.377533901652235, -14.25487252729264, -10.475352757551546, -9.0510491265644, -9.990893465239202, 27.72408817929034, -10.12255458414758, -9.350345083382114, -11.557149722641489. This is based on equal weight N9 paths, with a European constant IV of 49.3526 percent as the baseline, over 25 calendar days with 20 checks, an entry point of 0.13, a stop of 0.065, and a target of 0.39, with 2 USD friction. The model sensitivity is not based on actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

The DSX R92104 exact model IVx0.8 spread0.025 has the following parameters: iv_mult is 0.8, halfspread is 0.025, and stop is 0.065. The mean is -7.984566526749824. The results show 1 win, 8 stops, and 1 target. The profit and loss list is -11.400765650281127, -15, -10.390031722318733, -12.094185592969671, -14.669018450720634, 25.01282011864137, -13.268123641552316, -11.024004960071316, and -9.027788841475989. This model uses equal weight N9 paths, a European constant IV of 49.3526%, and a baseline of 25 calendar days with 20 checks. The entry point is 0.13, the stop point is 0.065, and the target point is 0.39, with 2 USD friction. Note that model sensitivity is not based on actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A news scan found the following data line: {"iv_mult":0.8,"halfspread":0.01,"stop":0.065,"mean":-6.808829987610821,"wins":1,"stops":8,"targets":1,"pnl":["-9.900765650281127","-15","-8.890031722318735","-10.594185592969673","-13.169018450720635","26.51282011864137","-11.768123641552318","-9.524004960071318","-8.946159989224954"]}. This is a raw script output, which includes details about a model, such as equal weight N9 paths, European constant IV at 49.3526 percent baseline, 25 calendar days and 20 checks, entry at 0.13, stop at 0.065, target at 0.39, and 2 USD friction. The model sensitivity is noted as not actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

A news scan found the following data line: {"iv_mult":0.8,"halfspread":0,"stop":0.065,"mean":-6.714327559414181,"wins":1,"stops":8,"targets":1,"pnl":["-8.900765650281127","-14.800251978126648","-9.959368936848666","-9.594185592969671","-12.169018450720635","27.51282011864137","-10.768123641552316","-8.524004960071316","-13.226048942798611"]}. This is a set of results from a model, where iv_mult means a multiplier for a measure of volatility, and pnl means a list of profit and loss values. The model used equal weight N9 paths, a European constant IV of 49.3526%, and a baseline over 25 calendar days with 20 checks. The entry point was 0.13, the stop was 0.065, the target was 0.39, and there was 2 USD friction. The results are based on model sensitivity, not actual option history or calibrated odds. https://runway.adityaperswal.workers.dev/data/stock-bars; https://runway.adityaperswal.workers.dev/data/option-chain/DSX?feed=indicative

The issuer of the DSX R92104 Astarte reported a net daily hire increment. As of September 16, the daily hire rate is 17,000, which is 4.75% less than the previous rate of 12,500, which had a 5% reduction. The expected start date is September 20, 2026, with a minimum period of September 1, 2027, and a maximum period of November 15, 2027. The expected gross minimum revenue is 5.81 million. The company has 36 vessels. The calculated new net daily hire rate is 16,192.5, compared to the old rate of 11,875, which is a difference of 4,317.5 per day. Over 365 days, this would illustrate 1.5758875 million, before off-hire costs, which is not the actual contract receipts or additional annual profit. Assuming 342 gross-revenue days, the 5.81 million revenue at 17,000 per day, the incremental net would be approximately 1.4755 million, but the duration is not measured from the actual start date. One operating contract does not isolate the stock cause. https://www.dianashippinginc.com/diana-shipping-inc-announces-time-charter-contract-for-m-v-astarte-with-aquavita-2/?catslug=press-releases

A news scan found the following data: the MG R92104 corrected vectorbt synthetic payoff audit results are given in a list of four items. Each item represents a test of a trading strategy, with the following results: for the training period with no slippage, the return was 12.82272727272728 percent, the drawdown was 1.4014014014014031 percent, the win rate was 33.33333333333333 percent, and the number of trades was 3. For the training period with 0.01 slippage, the return was 12.088500000000007 percent, the drawdown was 1.5911823647294487 percent, the win rate was 33.33333333333333 percent, and the number of trades was 3. For the test period with no slippage, the return was -4.2 percent, the drawdown was 4.1041041041041115 percent, the win rate was 0 percent, and the number of trades was 3. For the test period with 0.01 slippage, the return was -4.7639999999999985 percent, the drawdown was 4.573146292585162 percent, the win rate was 0 percent, and the number of trades was 3. The test used a synthetic funded 100 USD wrapper, with a terminal value of 100 plus 100 times the legacy-capped-intrinsic-12 premium, and a 1 USD fee for each trade, with 0 or 1 percent wrapper slippage, which is a measure of the difference between expected and actual trade prices. The test compared the first three years before 2026 to the last three years of 2026. The results are not actual option prices or returns, and the 1 percent wrapper slippage is a stress test, meaning it is a way to simulate the effect of slippage on the results. The initial test with zero-price representation was rejected because it did not account for fee-paying exits, but this was corrected before the results were used. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'MG R92104 repaired SIP request and reproduced technical metrics'. The details include a last trade with a closing price of 20.75, a high of 21.32, a low of 20.65, and a volume of 2560047 on 2026-09-18T04:00:00Z. The prior close was 19.84. Technical metrics are also provided, including a 50-day simple moving average, or sma50, of 17.5934, a 200-day simple moving average, or sma200, of 16.12495, an average true range, or atr20, of 0.76122, and a relative strength index, or rsi14, of 69.6864. The highest price in the prior 252 days was 20.4. The volume ratio for the last 20 days is 9.3989. This information supersedes a previous statement that the SIP, or session initiation protocol, was unavailable, which is now succeeded with a start date of 2025-01-01T00:00Z and an end date of 2026-09-21T03:40Z, with a status code of 200, and a note that it is split-only. An earlier date-only entry from 403 is not proof of entitlement to permanent unavailability. There will be no automatic substitution of the feed. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=MG&feed=sip&adjustment=split

A news scan found the headline about DSX R92104 bonus trigger and financing scale arithmetic. The raw data from September 21 shows the last 30 days of trading activity through September 18. The data includes the following information: the volume-weighted average price, or VWAP, was greater than or equal to 3.0969, and the maximum price was 3.12169. The latest closing price was 3.11, with a volume of 2,994,701. From September 9 to September 18, the price increased by 6.50685%. On September 17, 207,621 new shares were confirmed, which is 6.93295% of the volume on Friday, although this is only a size comparison and not proof that these shares actually traded. In total, 7,882,957 new shares were confirmed, which is 6.33608% of the base volume of 124,413,717 on July 29. There were also 18.599888 million cash and warrant contracts. No automatic trigger for a 20 of 30 bonus was established, and a full historical scan is needed to determine if this trigger has never been activated. This information is for the period stated and does not reflect the current issuer determination. https://runway.adityaperswal.workers.dev/data/stock-bars; https://www.dianashippinginc.com/warrant-information/

A news scan found the signal date of 2026-05-05 for the DSX R92104 replicated breakout. The entry date was 2026-05-06 and the exit date was 2026-06-03. The entry price was 2.698. The return percentage was -13.602668643439586 percent. The volume ratio, which compares the trading volume to the average volume, was 3.416374426698746. The put intrinsic, or the value of the option if exercised, was 0.3130429948109712. The raw return percentage, which is the return without adjustments, was -13.602941176470596 percent. This calculation was made on September 21. The signal was triggered when the close price was higher than the highest price in the prior 252 days, and the volume was at least 1.5 times the average volume of the prior 20 days, with a 21-session separation. The adjusted signal showed the return from the next open to the 20th session close. The intrinsic value was mapped, but not the profit and loss of the option. Historical financing labels were incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'DSX R92104 replicated breakout 2026-02-20'. The signal date was 2026-02-20. The entry date was 2026-02-23 and the exit date was 2026-03-20. The entry price was 2.549. The return percentage was -10.121616320125536 percent. The volume ratio was 1.7070635995893573. The put intrinsic, which is the value of a put option, was 0.20478226755590434. The raw return percentage, which is the return without adjustments, was -10.465116279069765 percent. This calculation was made in September 2021. The conditions for this signal were that the close price was higher than the highest price in the prior 252 days, and the volume was at least 1.5 times the average volume of the prior 20 days, with a 21-session separation. The signal was adjusted and the return sensitivity is shown. The intrinsic value is not the profit or loss from an option trade. The historical financing labels are not complete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the signal date of 2026-01-15 for DSX R92104. This is a replicated breakout, which means a security's price breaks out, or rises above, a previously established resistance level. The entry date was 2026-01-16 and the exit date was 2026-02-13. The entry price was 2.075. The return percentage was 13.78313253012049 percent. The volume ratio, which compares the current volume to the average volume, was 1.7675096070979175. The put intrinsic, a type of option value, was 0. The raw return percentage, which is the actual return without adjustments, was 13.809523809523805 percent. This calculation was made on September 21, 2021. The signal was triggered when the close price was higher than the prior 252-day high and the volume was greater than or equal to 1.5 times the prior 20-day average, with a 21-session separation. The signal was adjusted and the raw return sensitivity is shown. The mapped intrinsic is not the same as the option profit and loss. The historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the signal on 2025-12-03. The entry date was 2025-12-04 and the exit date was 2026-01-02. The entry price was 1.995. This means the investment return was -16.79197994987469 percent. The volume ratio, which compares the trading volume to the average, was 4.527200147542758. The put intrinsic, or the value of the option, was 0.41223057644110295. The raw return percentage, which is the actual return without adjustments, was -17.24137931034482 percent. This calculation was made in September 2021. The signal was triggered when the close price was higher than the highest price in the last 252 days, and the volume was at least 1.5 times the average volume of the last 20 days, with a 21-day separation. The adjusted signal showed the return sensitivity. The intrinsic value was mapped, but not the profit and loss of the option. The historical financing labels were incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the signal on 2022-05-23. The entry date was 2022-05-24 and the exit date was 2022-06-22. The entry price was 4.202. The return percentage was -18.729176582579722 percent. The volume ratio, which compares the volume of a security to its average volume, was 1.7583087873788608. The put intrinsic, or the value of a put option, was 0.47247739171822944. The raw return percentage, which is the return without adjustments, was -21.83333333333333 percent. This calculation was made in September 2021. The signal was triggered when the close price was higher than the prior 252-day high and the volume was at least 1.5 times the prior 20-day average, with a 21-session separation. The adjusted signal was used to calculate the return. The raw return sensitivity is shown. The mapped intrinsic is not the same as the option profit and loss. The historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'DSX R92104 replicated breakout 2021-09-13'. The signal to act was given on 2021-09-13, the entry was on 2021-09-14, and the exit was on 2021-10-11. The entry price was 3.959. The return percentage was -8.158625915635264 percent. The volume ratio was 2.135112933072566. The put intrinsic, which is the value of an option if it were exercised now, was 0.14373326597625669. The raw return percentage, which is the return without considering other factors, was -8.166666666666666 percent. This calculation was made for September 2021. The decision to act was made because the close price was higher than the highest price in the last 252 days, and the volume was at least 1.5 times the average volume of the last 20 days, with a 21-session separation, meaning there was a specific gap in trading sessions. The next open price was compared to the close price of the 20th session. The signal was adjusted, and the sensitivity of the raw return is shown. The intrinsic value is mapped, but it is not the profit or loss from the option. The historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'DSX R92104 replicated breakout 2021-05-03'. The signal to buy was given on 2021-05-03. The fund manager decided to enter the trade on 2021-05-04 at a price of 2.699. The trade was exited on 2021-06-01, resulting in a return of 15.376065209336787 percent. The volume ratio, which compares the trading volume to the average volume, was 3.3229106579105716. The put intrinsic, a measure of the value of an option, was 0. This calculation was made for September 2021. The decision to enter the trade was based on the close price being higher than the highest price in the prior 252 days, and the volume being at least 1.5 times the average volume of the prior 20 days, with a 21-session separation. The adjusted signal was used, and the raw return sensitivity is shown. The mapped intrinsic value is not the same as the profit or loss from an option trade. Historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'DSX R92104 replicated breakout 2021-02-09'. The signal to buy was given on 2021-02-09, the entry date was 2021-02-10, and the exit date was 2021-03-10. The entry price was 2.019. The return percentage was 4.556711243189704 percent. The volume ratio was 4.6707497063611445. The put intrinsic, which is the value of an option if it were exercised immediately, was 0. The raw return percentage, which is the return without any adjustments, was 4.575163398692816 percent. This calculation was made for September 2021. The signal was given because the close price was higher than the highest price in the last 252 days, and the volume was at least 1.5 times the average volume of the last 20 days, with a 21-session separation, meaning there was a specific pattern of price movement over 21 trading sessions. The next open price was compared to the close price 20 sessions later. The signal was adjusted, and the sensitivity of the raw return is shown. The intrinsic value is mapped, but it is not the profit or loss from an option, which is also known as option PnL. The historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the signal on 2017-04-06. This signal led to an entry on 2017-04-07 and an exit on 2017-05-05 at an entry price of 3.86. The return percentage was -34.196891191709845 percent. The volume ratio was 2.2831622115160437. The put intrinsic, which is the value of an option if it were exercised, was 0.9535233160621761. The raw return percentage, which is the return without adjustments, was -34.18803418803418 percent. This calculation was made on September 21. The signal was triggered when the close was higher than the prior 252-day high and the volume was 1.5 times higher than the average of the prior 20 and 21 sessions, with a 21-session separation. The adjusted signal was used to calculate the return, and the raw return sensitivity is shown. The intrinsic value is not the same as the profit or loss from an option. The historical financing labels are incomplete. https://runway.adityaperswal.workers.dev/data/stock-bars?symbols=DSX&timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'MG Mill Road September 18 beneficial ownership and call sales'. On September 18, a 13D/A filing was made for an event that occurred on September 16, showing 6.1% ownership of 31,849,893 shares, based on the number of shares outstanding as of August 5. The fund sold 1,680 call contracts on February 19, 2027, with a strike price of $25, at $1.0997 per share on September 16, and 4,120 contracts on September 17 at $1.2105 per share, with 580,000 underlying shares. The filing describes these trades as happening in the normal course of business, and not as part of a larger deal or unusual market activity, and does not include information about trading on the company's own platform or October put option interest. The latest 8 SEC filings, all from September 18, were found in a current search, but this does not confirm that there is no more recent news. https://www.sec.gov/Archives/edgar/data/1436126/000119312526395732/xslSCHEDULE_13D_X02/primary_doc.xml