Notes

A news scan found the following data line: {symbol: WOR, status: 200, n: 24, minask: 0.67, next: null, eligible_quotes: []}. This data was collected on September 21 at 00UTC, with quote timestamps from September 18. All selected-expiry requests are complete, with next_page equal to null, and this is not a full expiry census. Eligible quotes are defined as quotes where the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40 percent. Open interest and event edge are separately required. No executable live quotes were found. https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative

A news scan found the following data line: {symbol:FDS, status:200, n:80, minask:1.57, next:null, eligible_quotes:[]} collected on September 21 at 00UTC, with quote timestamps from September 18. This means that all requests for options with a specific expiry date are complete, but the data does not include all expiries. Eligible quotes are those where the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40 percent. Open interest and event edge are also considered separately. No live quotes that can be executed were found. https://runway.adityaperswal.workers.dev/data/option-chain/FDS?feed=indicative

A news scan found the following data line: a list of options for the symbol COST, collected on September 21 at 00UTC, with quote timestamps from September 18. The status code is 200, which means the request was successful, and n is 240, which is the number of items. The minimum ask price is 0.01. There are three eligible quotes: COST261002P00560000 with an ask price of 0.04 and a bid price of 0.03, COST261002C01145000 with an ask price of 0.07 and a bid price of 0.05, and COST261002P00620000 with an ask price of 0.04 and a bid price of 0.03. Eligible quotes are defined as those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40%. Open interest and event edge are required separately. No executable live quotes were found. https://runway.adityaperswal.workers.dev/data/option-chain/COST?feed=indicative

A news scan found the headline is not available, but a data line shows that the symbol MU has a status of 200, with 574 collected items. The minimum ask price is 0.02. The data was collected on September 21 at 00UTC, with quote timestamps from September 18. All selected-expiry requests are complete, but this is not a full expiry census. 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 required separately. No executable live quotes were found. https://runway.adityaperswal.workers.dev/data/option-chain/MU?feed=indicative

A news scan found the headline is not available, but a data line shows information about LEVI options. The symbol is LEVI and the status is 200. There are 44 items, with a minimum ask of 0.03. The next item is null. A list of eligible quotes includes three items: LEVI261016C00022000 with an ask of 0.42 and a bid of 0.27, LEVI261016P00018000 with an ask of 0.42 and a bid of 0.28, and LEVI261016P00017000 with an ask of 0.18 and a bid of 0.17. The data was collected on September 21 at 00UTC, and the quote timestamps are from September 18. All selected-expiry requests are complete, and there is no next page. This is not a full expiry census. Eligible quotes are defined as those with an ask of 0.50 or less, a bid of more than 0, and a spread of 40% or less. Open interest and event edge are required separately. No executable live quotes are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/LEVI?feed=indicative

A news scan found the headline is not available, but a data line was found with information about the stock symbol CALM. The status is 200, which means the request was successful. There are 38 items, with a minimum ask price of 0.08. The next item is null. A list of eligible quotes was collected on September 21 at 00UTC, with quote timestamps from September 18. All selected-expiry requests are complete, with no next page and not a full expiry census. Eligible quotes are defined as quotes where the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40 percent. Open interest and event edge are required separately. No executable live quotes were found. The eligible quotes include one option: CALM261016C00095000, with an ask price of 0.08, a bid price of 0.07, and a spread of 0.125. https://runway.adityaperswal.workers.dev/data/option-chain/CALM?feed=indicative

A news scan found the headline 'SCHL R92100 selected-expiry option screen'. This is a data line showing information about the stock symbol SCHL. The status is 200, which means the request was successful. There are 22 items, and the minimum ask price is 1.28. The data was collected on September 21 at 00UTC, and the quote timestamps are from September 18. All selected-expiry requests are complete, and there are no more pages to show. This is not a full expiry census. Eligible quotes are those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40 percent. Open interest and event edge are required separately. No live quotes that can be executed were found. https://runway.adityaperswal.workers.dev/data/option-chain/SCHL?feed=indicative

A news scan found the following data line: {"symbol":"CNXC","status":200,"n":20,"minask":0.23,"next":null,"eligible_quotes":[]} This is a collection of data about the stock symbol CNXC, collected on September 21 at 00UTC, with quote timestamps from September 18. All requests for selected-expiry options are complete, with no next page and not a full expiry census. Eligible quotes are those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40 percent. Open interest and event edge are separately required. No live quotes that can be executed were found. https://runway.adityaperswal.workers.dev/data/option-chain/CNXC?feed=indicative

A news scan found the headline 'CAG R92100 selected-expiry option screen'. The given information is a data line that shows the symbol is CAG, the status is 200, and the number of items is 52. The minimum ask price is 0.12. The data was collected on September 21 at 00UTC, and the quote timestamps are from September 18. All selected-expiry requests are complete, and there are no more pages. This is not a full expiry census. Eligible quotes are those where the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40 percent. Open interest and event edge are required separately. No live quotes that can be executed were found. https://runway.adityaperswal.workers.dev/data/option-chain/CAG?feed=indicative

A news scan found the following data line: a JSON object describing the GIS R92100 selected-expiry option screen. The object contains information about the symbol GIS, with a status of 200, and 34 items. The minimum ask price is 0.03. There are three eligible quotes: GIS261016P00032500 with an ask price of 0.32 and a bid price of 0.23, GIS261016C00042500 with an ask price of 0.13 and a bid price of 0.08, and GIS261016C00040000 with an ask price of 0.37 and a bid price of 0.28. The data was collected on September 21 at 00UTC, and the quote timestamps are from September 18. All selected-expiry requests are complete, and there are no live quotes that can be executed. Eligible quotes are defined as those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40%. https://runway.adityaperswal.workers.dev/data/option-chain/GIS?feed=indicative

A news scan found the following data line for the symbol NOK: the status is 200, with 58 items, a minimum ask of 0.03, and no next item. The eligible quotes are for the following options: NOK261030C00012500 with an ask of 0.42 and a bid of 0.33, NOK261030P00009000 with an ask of 0.28 and a bid of 0.26, NOK261030C00014000 with an ask of 0.25 and a bid of 0.15, NOK261030C00013500 with an ask of 0.33 and a bid of 0.2, and NOK261030P00009500 with an ask of 0.47 and a bid of 0.34. The data was collected on September 21 at 00UTC, with quote timestamps from September 18. All selected-expiry requests are complete, with no next page and not a full expiry census. Eligible quotes means only quotes with an ask of 0.50 or less, a bid greater than 0, and a spread of 40% or less. Open interest and event edge are separately required. No executable live quotes are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/NOK?feed=indicative

A news scan found the following option screen for NKE: the symbol is NKE, the status is 200, and there are 50 items. The minimum ask price is 0.05. There are no next items. The eligible quotes are for the following options: NKE261009P00031000 with an ask price of 0.3 and a bid price of 0.22, NKE261009C00041000 with an ask price of 0.38 and a bid price of 0.31, NKE261009C00042000 with an ask price of 0.33 and a bid price of 0.26, NKE261009P00030000 with an ask price of 0.14 and a bid price of 0.1, and NKE261009P00032000 with an ask price of 0.47 and a bid price of 0.39. The data was collected on September 21 at 00UTC, and the quote timestamps are from September 18. All selected-expiry requests are complete, and there are no next pages. This is not a full expiry census. Eligible quotes mean the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40%. Open interest and event edge are separately required. No executable live quotes are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/NKE?feed=indicative

A news scan found the following data line: {"symbol":"BB","status":200,"n":56,"minask":0.08,"next":null,"eligible_quotes":[{"occ":"BB261002C00009000","ask":0.31,"bid":0.24,"spread":0.2258},{"occ":"BB261002C00008500","ask":0.43,"bid":0.38,"spread":0.1163}]} Collected Sep 21 00UTC; quote timestamps Sep 18. All selected-expiry requests are complete, next_page is null, and this is not a full expiry census. Eligible quotes are those where the ask price is less than or equal to 0.50, the bid price is greater than 0, and the spread is less than or equal to 40%. Open interest and event edge are separately required. No executable live quotes are inferred. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative

A news scan found the following data line: {"symbol":"SFIX","status":200,"n":6,"minask":0.03,"next":null,"eligible_quotes":[]} This is a collection of data about the stock symbol SFIX, 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 census of all 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 required, but are separate. No live quotes that can be executed were found. https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative

A news scan found the following data line: a collection of option quotes for the symbol LW, collected on September 21 at 00UTC, with quote timestamps from September 18. The data includes 40 options, with a minimum ask price of 0.03. The eligible quotes are for the following options: LW261016P00035000 with an ask price of 0.17 and a bid price of 0.12, LW261016C00055000 with an ask price of 0.38 and a bid price of 0.27, LW261016P00037500 with an ask price of 0.23 and a bid price of 0.18, and LW261016P00040000 with an ask price of 0.48 and a bid price of 0.33. Eligible quotes are defined as those with an ask price less than or equal to 0.50, a bid price greater than 0, and a spread less than or equal to 40%. No executable live quotes were found. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

The issuer of SFIX, which is a type of stock, announced something on September 2, and this announcement was reviewed again on September 21. After the market closed on September 23, at 5:00 PM Eastern Time, there was a call. The expiry date for this is October 16, which is 23 days later. Even though there was no change over the weekend, this does not mean that there was no important news before the official announcement. The current asking price is $0.28 and the bidding price is $0.03, as of September 18. The median price, which is the middle value of a set of prices, is $16.578014, and the percentage change is 31.413933% for the N10, a type of moving average, and P80, a type of percentile, which are both measures used to analyze stock prices. 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

The issuer of NKE released information on June 30 for the quarter that ended on May 31, 2026. This information was read on September 21. The gross margin for the fourth quarter was 49.2%, which includes a 900 basis point benefit from expected tariff recovery. A basis point is a unit of measurement for interest rates and percentages. If we exclude this benefit, the gross margin would be approximately 40.2%, compared to 40.3% in the same quarter of the previous fiscal year. Earnings per share were $0.72, which includes a $0.52 benefit from tariff recovery. If we exclude this benefit, earnings per share would be $0.20, compared to $0.14 in the previous quarter. The company expects to recover $986 million from tariffs, but not all of this amount has been received in cash. The company's operating cash for the fiscal year includes approximately $300 million in recoveries. The company has $9.0 billion in cash and short-term investments. Direct sales for the fourth quarter were $4.1 billion, which is a 7% decrease from the previous year, or a 9% decrease when adjusted for foreign exchange rates. Wholesale sales were $6.6 billion, which is a 4% increase from the previous year, or a 1% increase when adjusted for foreign exchange rates. The company's accounts receivable were $5,931 million, compared to $4,717 million in the previous year, which is a 26% increase. Inventories were $7,501 million, compared to $7,489 million in the previous year. The company notes that reported improvement alone cannot establish operating recovery, and it does not recommend a tariff policy. https://www.sec.gov/Archives/edgar/data/320187/000032018726000076/q4fy26exhibit991er.htm

A news scan found the headline about an upcoming earnings report for NKE. The issuer announced on August 28 that the primary earnings date is September 21, with the release scheduled for approximately 1:15pm PT or 16:15 ET on October 1, 2026, and a call at 2pm PT or 17 ET. This announcement was made within 45 days of the event. The expiry dates of October 9 and October 2 are noted, with October 2 being one day later and ineligible, regardless of the cheap price. The source of this information is the primary issuer, not a calendar aggregator. https://investors.nike.com/investors/news-events-and-reports/investor-news/investor-news-details/2026/NIKE-Inc--Announces-First-Quarter-Fiscal-2027-Earnings-and-Conference-Call/default.aspx

{"symbol":"GIS","chain_count":60,"remaining":null,"eligible_quote_count":60,"minimum_premium":3,"cheap_count":16,"nearest_cheap":[{"occ":"GIS261016C00042500","S":36.32,"K":42.5,"cp":"C","ask":0.13,"bid":0.08,"quote_time":"2026-09-18T19:59:59.977371378Z","premium":13,"hurdle_pct":17.373348017621144},{"occ":"GIS261016P00030000","S":36.32,"K":30,"cp":"P","ask":0.12,"bid":0.03,"quote_time":"2026-09-18T19:59:58.906707118Z","premium":12,"hurdle_pct":17.73127753303965},{"occ":"GIS261120C00045000","S":36.32,"K":45,"cp":"C","ask":0.27,"bid":0.13,"quote_time":"2026-09-18T19:59:53.888107375Z","premium":27,"hurdle_pct":24.642070484581495}],"best_tail":[{"occ":"GIS261016C00047500","S":36.32,"K":47.5,"cp":"C","ask":0.08,"bid":0.03,"quote_time":"2026-09-18T19:59:59.995183064Z","premium":8,"hurdle_pct":31.002202643171806},{"occ":"GIS261120C00047500","S":36.32,"K":47.5,"cp":"C","ask":0.13,"bid":0.07,"quote_time":"2026-09-18T19:59:56.378321684Z","premium":13,"hurdle_pct":31.13986784140969}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/GIS?feed=indicative

{"symbol":"COST","chain_count":1316,"remaining":null,"eligible_quote_count":1316,"minimum_premium":1,"cheap_count":103,"nearest_cheap":[{"occ":"COST261002P00760000","S":895.31,"K":760,"cp":"P","ask":0.18,"bid":0.05,"quote_time":"2026-09-18T19:59:59.320411083Z","premium":18,"hurdle_pct":15.13330578235471},{"occ":"COST261002P00750000","S":895.31,"K":750,"cp":"P","ask":0.22,"bid":0,"quote_time":"2026-09-18T19:59:59.975131984Z","premium":22,"hurdle_pct":16.254705074220098},{"occ":"COST261009P00750000","S":895.31,"K":750,"cp":"P","ask":0.24,"bid":0,"quote_time":"2026-09-18T19:59:59.245300227Z","premium":24,"hurdle_pct":16.256938937351304}],"best_tail":[{"occ":"COST261002C01105000","S":895.31,"K":1105,"cp":"C","ask":0.17,"bid":0.03,"quote_time":"2026-09-18T19:59:59.531775229Z","premium":17,"hurdle_pct":23.43992583574405},{"occ":"COST261002C01125000","S":895.31,"K":1125,"cp":"C","ask":0.15,"bid":0.03,"quote_time":"2026-09-18T19:59:57.292574337Z","premium":15,"hurdle_pct":25.6715551038188}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/COST?feed=indicative

{"symbol":"MRK","chain_count":558,"remaining":null,"eligible_quote_count":558,"minimum_premium":1,"cheap_count":36,"nearest_cheap":[{"occ":"MRK261002C00162500","S":146.87,"K":162.5,"cp":"C","ask":0.16,"bid":0.03,"quote_time":"2026-09-18T19:59:59.593546995Z","premium":16,"hurdle_pct":10.751004289507724},{"occ":"MRK261002P00130000","S":146.87,"K":130,"cp":"P","ask":0.16,"bid":0,"quote_time":"2026-09-18T19:59:59.960056089Z","premium":16,"hurdle_pct":11.595288350241713},{"occ":"MRK261002P00129000","S":146.87,"K":129,"cp":"P","ask":0.16,"bid":0,"quote_time":"2026-09-18T19:59:59.95420195Z","premium":16,"hurdle_pct":12.276162592769118}],"best_tail":[{"occ":"MRK261002C00177500","S":146.87,"K":177.5,"cp":"C","ask":0.06,"bid":0.03,"quote_time":"2026-09-18T19:59:59.955299673Z","premium":6,"hurdle_pct":20.89603050316606},{"occ":"MRK261002C00185000","S":146.87,"K":185,"cp":"C","ask":0.23,"bid":0.03,"quote_time":"2026-09-18T19:59:59.695991146Z","premium":23,"hurdle_pct":26.118335943351255}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative

{"symbol":"WOR","chain_count":46,"remaining":null,"eligible_quote_count":46,"minimum_premium":67,"cheap_count":0,"nearest_cheap":[],"best_tail":[]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative

{"train_n":1075,"test_n":179,"train_corr":0.3492891114066737,"test_corr":-0.48381878522994265,"train_gap1pct":-3.442734787274189,"test_gap1pct":-2.6400431076575446,"sim_maxloss_p50":3.1382772664271243,"sim_maxloss_p90":4.951984374066699,"sim_maxloss_p99":4.970863370538067}; raw split-normalized openings/prior close Sep2021-Sep2026. Fixed $67.37/$64.31 scale. Simulation10000 iid60-session paired-gap paths seed92100 trained through2025; 2026 chronological comparison already seen by earlier runs, not fresh OOS validation. Excludes fees/stops/intraday/trend. https://runway.adityaperswal.workers.dev/data/stock-bars

{"symbol":"LW","chain_count":66,"remaining":null,"eligible_quote_count":66,"minimum_premium":3,"cheap_count":10,"nearest_cheap":[{"occ":"LW261016P00037500","S":46.67,"K":37.5,"cp":"P","ask":0.23,"bid":0.18,"quote_time":"2026-09-18T19:59:07.992835618Z","premium":23,"hurdle_pct":20.141418470109283,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0.2141828509000021,"multiple":0.9312297865217483,"passgate":false},{"occ":"LW261016C00057500","S":46.67,"K":57.5,"cp":"C","ask":0.22,"bid":0.12,"quote_time":"2026-09-18T19:58:35.073970458Z","premium":22,"hurdle_pct":23.676880222841223,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false},{"occ":"LW261120P00035000","S":46.67,"K":35,"cp":"P","ask":0.23,"bid":0.17,"quote_time":"2026-09-18T19:59:15.272130275Z","premium":23,"hurdle_pct":25.498178701521322,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false}],"best_tail":[{"occ":"LW261016P00037500","S":46.67,"K":37.5,"cp":"P","ask":0.23,"bid":0.18,"quote_time":"2026-09-18T19:59:07.992835618Z","premium":23,"hurdle_pct":20.141418470109283,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0.2141828509000021,"multiple":0.9312297865217483,"passgate":false},{"occ":"LW261016C00057500","S":46.67,"K":57.5,"cp":"C","ask":0.22,"bid":0.12,"quote_time":"2026-09-18T19:58:35.073970458Z","premium":22,"hurdle_pct":23.676880222841223,"N":11,"median_pct":10.017371,"P80_pct":20.107527,"P80pay":0,"multiple":0,"passgate":false}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/LW?feed=indicative

{"symbol":"BB","chain_count":260,"remaining":null,"eligible_quote_count":260,"minimum_premium":3,"cheap_count":59,"nearest_cheap":[{"occ":"BB261009P00007000","S":7.99,"K":7,"cp":"P","ask":0.24,"bid":0.15,"quote_time":"2026-09-18T19:59:59.82853184Z","premium":24,"hurdle_pct":15.394242803504381,"N":13,"median_pct":9.1152815,"P80_pct":12.832985999999998,"P80pay":0.03535558140000017,"multiple":0.14731492250000072,"passgate":false},{"occ":"BB261002P00007000","S":7.99,"K":7,"cp":"P","ask":0.2,"bid":0.06,"quote_time":"2026-09-18T19:59:59.82875205Z","premium":20,"hurdle_pct":14.893617021276597,"N":13,"median_pct":9.1152815,"P80_pct":12.832985999999998,"P80pay":0.03535558140000017,"multiple":0.17677790700000084,"passgate":false},{"occ":"BB261016P00007000","S":7.99,"K":7,"cp":"P","ask":0.27,"bid":0.18,"quote_time":"2026-09-18T19:59:59.756539585Z","premium":27,"hurdle_pct":15.769712140175221,"N":13,"median_pct":9.1152815,"P80_pct":12.832985999999998,"P80pay":0.03535558140000017,"multiple":0.1309465977777784,"passgate":false}],"best_tail":[{"occ":"BB261002P00007000","S":7.99,"K":7,"cp":"P","ask":0.2,"bid":0.06,"quote_time":"2026-09-18T19:59:59.82875205Z","premium":20,"hurdle_pct":14.893617021276597,"N":13,"median_pct":9.1152815,"P80_pct":12.832985999999998,"P80pay":0.03535558140000017,"multiple":0.17677790700000084,"passgate":false},{"occ":"BB261009P00007000","S":7.99,"K":7,"cp":"P","ask":0.24,"bid":0.15,"quote_time":"2026-09-18T19:59:59.82853184Z","premium":24,"hurdle_pct":15.394242803504381,"N":13,"median_pct":9.1152815,"P80_pct":12.832985999999998,"P80pay":0.03535558140000017,"multiple":0.14731492250000072,"passgate":false}]} Collected Sep21; quotes dated Sep18, modified indicative not executable. Expiry >=event+7 days where dated. HALO/TH fixed Oct16+ breakout horizon. NKE newly computed N12; other event distributions frozen inherited. Missing distribution is unknown, not failed. https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative