Notes

A news scan found the headline about CALM's earnings report on July 22, 2026. The report was published at 06:00:54 Eastern Daylight Time. The stock price was 87.25 before the market closed the day before the report, then it opened at 81.375 after the report, and closed at 87.86. This means the stock price moved up by 0.006991404011461366, but initially dropped by 0.06733524355300857. The data was collected from the company's website on September 21. The stock prices are based on daily bars adjusted for the Securities Information Processor, which is a system that collects and distributes stock trade data. The reaction to the report happened during the same session as the report for stocks traded before the market close, and during the next session for stocks traded after the market close. This data does not include any information about the profit or loss from options trading. https://investors.calmainefoods.com/news-releases/news-release-details/cal-maine-foods-reports-fourth-quarter-and-fiscal-2026-results

A news scan found the headline 'R92100 fund ownership and continuity audit' with the following details: as of September 21 at 00UTC, the fund's ledger showed no empty ownership positions, with 0 open, pending, or closed positions. The fund had five active jobs, numbered 276, 277, 279, 280, and 283, with all receipts accounted for. The jobs had the following remaining balances: 25, 25, 91, 93, and 93. There were no missing receipts and all exits were at 0. The fund was only monitoring its own due payments, specifically the XLE holding and EEM queue, which were following a trend, but no action was taken on them. There were no outstanding lessons on closing positions. query_trades; list_jobs; list_monitors

A news scan found the headline about a HALO put option, specifically the R92100 exact95put, with the following details: as of September 21, the HALO261016P00095000 put option is active and tradable, with an American standard of 100 shares and a multiplier of 100. The open interest as of September 17 was 7, and the close was 0.13 on September 18. This is different from the indicative ask of 0.18 and bid of 0 as of September 18 at 19:59:49. Note that this open interest should not be applied to the 130 call option. There is no guarantee of a quote or fill. option_contracts

A news scan found a list of stock control results for NKE. The results are from a test of a trading strategy, which is a set of rules for buying and selling stocks. The strategy was tested on historical data, which is data from the past, and the results are as follows: there are eight sets of results, each with a different set of conditions, such as a lead time of 3 or 5, and a slippage, which is the difference between the expected price of a stock and the actual price, of 0.001 or 0.005. The results include the return percentage, which is the percentage change in the value of the stock, the drawdown percentage, which is the largest decrease in value, and the win rate percentage, which is the percentage of trades that were profitable. The results are divided into two eras, train and test, which are two different sets of data used to test the strategy. The train era results are: a return percentage of 0.0033777341216374877, a drawdown percentage of 0.16853178525753076, and a win rate percentage of 50, a return percentage of -0.18902017472369545, a drawdown percentage of 0.3031267380634306, and a win rate percentage of 25, a return percentage of -0.151394719230413, a drawdown percentage of 0.29675298662402705, and a win rate percentage of 37.5, and a return percentage of -0.3431729185528127, a drawdown percentage of 0.4760348681894566, and a win rate percentage of 25. The test era results are: a return percentage of -0.23737959014728996, a drawdown percentage of 0.2556803229443849, and a win rate percentage of 0, a return percentage of -0.33262131351006263, a drawdown percentage of 0.3367182501638588, and a win rate percentage of 0, a return percentage of -0.20336676201137643, a drawdown percentage of 0.21901400539632299, and a win rate percentage of 25, and a return percentage of -0.29874467287419365, a drawdown percentage of 0.3027839887263739, and a win rate percentage of 0. The methods used to test the strategy are in the research/study.py/backtest_nke.py files. The underlying and terminal-intrinsic proxies, which are used to estimate the value of the stock, are not based on option fills, which are the actual trades made. The release dates of the data are individually sourced from the issuer, which is the company that released the data. https://runway.adityaperswal.workers.dev/data/stock-bars

A computer program ran a stress test on Nike stock, using 100,000 paths and a seed of 92100. The average net result in US dollars was -2.28, and the median net result was -32. The test showed a loss percentage of 83.315 and a percentage of zero intrinsic value of 83.315. The percentage of proceeds from a 3% premium was 16.685. The 5th percentile result was -32 and the 95th percentile result was 226.72. This test was done using methods from the research/study.py/backtest_nke.py files, where the underlying and terminal intrinsic proxies were not based on actual option fills. The sample release dates were individually sourced from the issuer for this test run. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'NKE R92100 twelve-event earnings distribution'. The earnings distribution for NKE has the following statistics: there are 12 events, the median absolute percentage change is 6.835674843614226, the 80th percentile absolute percentage change is 14.518459448657762, the gap median absolute percentage change is 8.560668808826454, the gap 80th percentile absolute percentage change is 11.638441119454574, and the 20th percentile signed percentage change is -11.56841657306101. The last 6 events have an 80th percentile absolute percentage change of 15.191764901212013. This data comes from methods in research/study.py/backtest_nke.py, where underlying and terminal-intrinsic proxies are not option fills, and sample release dates are individually sourced from the issuer. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock ASML. The symbol is ASML, with 285 data points collected as of September 21. The data is from September 18, 2026, at 04:00:00Z, with a stock price of 1679.92. The prior 252-day high was 1997.76. The volume ratio is 2.127731804188085. The stock price is not above the prior high, but the volume pass is true. However, the breakout pass is false. This data is based on 285 daily bars, with no pagination, and a 52-week intraday high that excludes the latest data. The volume is greater than or equal to 1.5 times the prior 20-day average. No qualified dated event was established in this screen, but this does not mean there are no events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline for a trading screen result for the symbol TSM on September 18, 2026. The result showed 285 data points, a price of 434.67, and a prior 252-day high of 477.99. The volume ratio was 1.3321640346269177. The result also indicated that the price was not above the high, the volume did not pass a certain threshold, and there was no breakout. This data was collected on September 21 and is based on 285 daily bars with no pagination. The screen looks for a 52-week intraday high, excluding the latest data, and a volume of at least 1.5 times the prior 20-day average. No qualified event was found in this screen, but this does not mean that there were no breakouts in the entire market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock symbol BABA. The data includes the number of observations, which is 285, and the date, which is September 18, 2026. The stock price is 113.24. The prior 252-day high is 190.95. The volume ratio is 1.1100155456621241. The stock did not break out above its high, and the volume did not pass the required threshold. The breakout condition was not met. This data was collected on September 21, and it is based on 285 daily bars of data for BABA, with no pagination. The 52-week intraday high excludes the latest data, and the volume must be greater than or equal to 1.5 times the prior 20-day average. No qualified event was established in this screen, but this does not mean that there were no events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line shows information about the stock symbol MSTR. The data line includes the following information: the symbol is MSTR, the number of items is 285, the date is September 18, 2026, the price is 153.92, the prior 252-day high is 365.21, the volume ratio is 1.9995313608887655, the stock is not above its high, the volume pass is true, and the breakout pass is false. This data was collected on September 21 and is based on 285 daily bars with no pagination. The 52-week intraday high excludes the latest data and the volume is greater than or equal to 1.5 times the prior 20 days. No qualified dated event was established in this bounded screen, which does not claim to be a whole-market absence. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line for the stock symbol COIN shows the following information: the symbol is COIN, the number of data points is 285, the date is September 18, 2026, the price is 194.25, the highest price in the last 252 days was 402.16, the volume ratio is 2.036072590994995, the price is not above the high, the volume pass is true, and the breakout pass is false. This data was collected on September 21 and is based on 285 daily bars with no pagination. The 52-week intraday high excludes the latest data and requires a volume of at least 1.5 times the prior 20 days. No qualified event was established in this screen, which does not claim to be a whole-market analysis. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline is not available, but a data line for ETHA shows the following information: the symbol is ETHA, the number of data points is 285, the date is September 18, 2026, the price is 19.92, the prior 252-day high is 36.04, the volume ratio is 1.5702529295614525, the price is not above the high, the volume pass is true, and the breakout pass is false. This data was collected on September 21, and it includes all daily bars for 285 days without pagination. The 52-week intraday high does not include the latest data, and the volume is greater than or equal to 1.5 times the prior 20-day average. No qualified dated event was established in this bounded screen, and this does not claim that there is an absence of such events in the whole market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the headline 'IBIT R92100 outer-universe breakout screen'. This is a data line showing information about the stock symbol IBIT. On September 18, 2026, at 04:00:00Z, the stock price was 46.02. The highest price of IBIT in the prior 252 days was 71.82. The volume ratio, which compares the current volume to the average volume, was 1.4294563126391082. The stock did not close above its prior high, so 'above_high' is false. The volume did not meet the required threshold, so 'volume_pass' is false. As a result, 'breakout_pass' is also false. This data was collected on September 21 and is based on 285 daily bars of data, with no pagination. The screen looks for a 52-week intraday high, excluding the latest data, and requires a volume of at least 1.5 times the prior 20-day average. No qualified event was found in this screen, but this does not mean that there were no breakouts in the entire market. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for TH R92100, which is a set of numbers about a stock. The symbol for this stock is TH, and it has a K value of 27 and a cp value of C, which is a type of classification. The premium is 18, and the N value is 4, which refers to the number of something. The positive intrinsic value is 2, and the cover cost is also 2. The mean intrinsic value is 1.87, and the mean net USD value is 166.64. The target reference is 3.58. There are also mapped payoffs, which are a way of measuring potential outcomes, and they are 0, 2.97, 4.49, and 0. The capped mean net USD value is 143.86. This data was taken from a frozen set of 20 session breakout rows, from observations 30472 to 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not take into account time value, IV, or 50% path stop, and executable bids. The capped mean only applies to the target terminal intrinsic, and not to the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

The TH R92100 has a symbol of TH, a K value of 18, a cp value of P, and a premium of 23. It has an N value of 4, a positive intrinsic value of 0, a cover cost of 0, a mean intrinsic value of 0, and a mean net USD value of -25. The target reference is 6.2, and the mapped payoffs are all 0. The capped mean net USD is -25. This data is from a frozen matched 20 session breakout, based on observations 30472 through 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not consider time value, implied volatility, or a 50% path stop, and only consider executable bids. The capped mean only applies the target to the terminal intrinsic, and not to the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the symbol HALO, with a premium of 23, and a cover cost of 2. The mean intrinsic value is 1.72257999341889, and the mean net USD is 147.257999341889. The target reference is 1.83. The mapped payoffs are listed as follows: 8.388466666666687, 0, 0, 0, 0, 20.89539322145444, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0. The capped mean net USD is -3.470588235294118. This data is from a frozen matched 20 session breakout, based on observations 30472 through 3079, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios do not consider time value, implied volatility, or a 50% path stop, and only look at executable bids. The capped mean only applies the target to the terminal intrinsic value, and does not consider the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the data line for the stock symbol HALO. The data shows a premium of 18, a positive intrinsic value of 2, and a cover cost of 2. The mean intrinsic value is 0.6807229816238982 and the mean net value in US dollars is 48.07229816238983. The target reference is 1.93. The mapped payoffs are listed as follows: 0, 0, 0, 8.784845013959483, 0, 0, 2.7874456736467863, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0. The capped mean net value in US dollars is 2.705882352941176. This data is based on 20 frozen matched session breakout rows from observations 30472 to 30479, which were not reselected. The values were revalued at the September 18 spot price. The terminal intrinsic scenarios ignore time value, implied volatility, and a 50 percent path stop, as well as executable bids. The capped mean only applies to the target terminal intrinsic value, not the path backtest or expected live return. https://runway.adityaperswal.workers.dev/data/stock-bars

A news scan found the following data for ETHA: as of September 18, 2026, the spot price was 19.92. The Simple Moving Average, or SMA, which is a calculation of the average price over a certain time period, for 50 days was 16.10 and for 200 days was 17.15. The Relative Strength Index, or RSI, which measures the speed and change of price movements, was 69.08. The Average True Range, or ATR, which measures price volatility, for 20 days was 0.72. The Realized Volatility, or RV, which measures the standard deviation of price movements, for 20 days was 0.47. The highest price in the last 252 days, excluding the last bar, was 36.04. The volume multiple was 1.57. These measurements were taken on September 18, 2026, and were based on data up to September 21, 2026. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'IBIT R92100 completed daily indicator cross-check'. The details are as follows: the symbol is IBIT, the date is September 18, 2026, the spot price is 46.02, the 50-day Simple Moving Average, or SMA50, is 39.7142, and the 200-day Simple Moving Average, or SMA200, is 42.107525. The Relative Strength Index, or RSI, which measures the speed and change of price movements, is 64.82679156753589. The Average True Range, or ATR20, which shows price volatility, is 1.4752450000000006, and the Realized Volatility, or RV20, which measures price fluctuations, is 0.4510990703017806. The highest price in the last 252 days, excluding the last bar, is 71.82, and the volume multiple is 1.4294563126391082. These measurements were taken on September 18 and September 21. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'GIS R92100 completed daily indicator cross-check'. The General Mills stock, symbol GIS, was analyzed on September 18, 2026. The current price, or spot, was 36.32. The Simple Moving Average, or SMA, for 50 days was 37.831 and for 200 days was 38.50325. The Relative Strength Index, or RSI, a measure of stock speed, was 39.46665951618726. The Average True Range, or ATR, for 20 days, which measures price volatility, was 1.1325150000000004. The Realized Volatility, or RV, for 20 days was 0.27733822149067694. The highest price in the last 252 days, excluding the last day, was 48.3. The volume multiple was 1.908976113529918. These measurements were taken on September 21 and completed on September 18, using daily bars. The RV20 sample standard deviation was annualized using the square root of 252, the RSI used Wilder smoothing, and the ATR20 used a simple mean. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the data line for NOK, which is a stock symbol, as follows: on September 18, 2026, at 04:00:00Z, the spot price was 10.68. The Simple Moving Average, or SMA, of 50 days was 10.13368, and the SMA of 200 days was 9.7631. The Relative Strength Index, or RSI, which measures stock speed, was 54.2204. The Average True Range, or ATR, of 20 days was 0.4720, and the Realized Volatility, or RV, of 20 days was 0.6785. The highest price in the prior 252 days, excluding the last bar, was 17.4. The volume multiple was 2.1483. These measurements were taken on September 21 and completed on September 18, using daily bars. The RV20 sample standard deviation was annualized using the square root of 252, the RSI used Wilder smoothing, and the ATR20 used a simple mean. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'LEVI R92100 completed daily indicator cross-check'. The symbol LEVI was checked on September 18, 2026. The current price, or spot, was 19.82. The Simple Moving Average, or SMA, for 50 days was 22.5452 and for 200 days was 21.678. The Relative Strength Index, or RSI, which measures stock speed, was 32.428347026537494. The Average True Range, or ATR, which measures stock volatility, for 20 days was 0.5233350000000005. The Realized Volatility, or RV, for 20 days was 0.243157762521203. The highest price in the last 252 days, not including the last bar, was 25.7. The volume multiple was 2.530022729456736. These measurements were taken on September 18 and September 21. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline 'CALM R92100 completed daily indicator cross-check'. The CALM stock was analyzed on September 18, 2026. The current price, or spot, was 72.89. A Simple Moving Average, which is a way to smooth out price changes, of 50 days was 82.4047, and of 200 days was 80.65405. The Relative Strength Index, or RSI, which measures how quickly a stock's price is changing, was 30.161792052333567. The Average True Range, or ATR, which measures how much a stock's price moves, over 20 days was 2.319749999999998. The Realized Volatility, or RV, over 20 days was 0.2469175426667931. The highest price in the last 252 days, not including the most recent day, was 102.26. The volume, or number of shares traded, was 2.0853309354069895 times the usual amount. These numbers were calculated on September 21, based on data from September 18. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the following data for LW: the symbol is LW, the date is September 18, 2026, the spot price is 46.67, the 50-day Simple Moving Average, or SMA50, is 50.7544, the 200-day Simple Moving Average, or SMA200, is 46.0587, the Relative Strength Index, or RSI, which measures stock speed, is 32.6989, the Average True Range over 20 days, or ATR20, which measures price volatility, is 1.3983, the Realized Volatility over 20 days, or RV20, is 0.2616, the highest price in the last 252 days, excluding the last bar, is 65.06, and the volume multiple is 1.4424. The data was measured on September 21 and completed on September 18 for daily bars. The RV20 is calculated using sample standard deviation annualized and the square root of 252, the RSI uses Wilder smoothing, and the ATR20 uses simple mean. https://runway.adityaperswal.workers.dev/data/stock-bars?timeframe=1Day&feed=sip&adjustment=all

A news scan found the headline is not available, but a data line shows information about the stock symbol MRK. The data was collected on September 21 at 00UTC, with quote timestamps from September 18. All requests for selected-expiry options are complete, but this is not a full list of expiries. Eligible quotes are those with an ask price of 0.50 or less, a bid price greater than 0, and a spread of 40% or less. Open interest and event edge are also considered separately. The data shows 126 entries, a minimum ask price of 0.05, and no executable live quotes were found. https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative