A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2024-09-24. The primary issuer schedule was retrieved on September 20, with a release planned after the market closed on September 24, and a call scheduled for the next morning. On September 24, the stock price was 44.02 before the market closed, 42.49 after the market opened the next day, and 41.54 after the market closed that day, with a gap of -0.03475692866878699 and a return of -0.05633802816901412. This event was part of a training set, indicated by the term 'train' meaning a set of data used to train a model, which was set to true, and an identifier 'i' of 203. The data came from a SIP, or Securities Information Processor, which is a system that collects and distributes market data, and all source data is available at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included data from before the company was separated into different parts, even though the separation had already occurred, and this data was both retained and separately excluded to test sensitivity, meaning how much the results would change if this data was included or not.
https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-First-Quarter-2025-Earnings-Call-for-September-25/default.aspx
The primary issuer schedule was retrieved on September 20. It showed that there would be a release of information after the market closed on June 25, 2024, and a call would take place the next morning. On June 25, 2024, the stock price was 48.56 before the market closed, 45 when the market opened after the event, and 46.91 when the market closed. This meant a gap of -0.07331136738056021 and a return of -0.0339785831960463. The data was used for training and came from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. A news scan found a report from December 2023 that included information about operations before the stock separation, even though the stock had already been separated. The sensitivity of this information was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-Fourth-Quarter-2024-Earnings-Call-for-June-26/default.aspx
A news scan found the headline about a WOR R92008 issuer-confirmed after-close event on 2024-03-20. The primary issuer schedule was retrieved on September 20, with a release scheduled after the market close on 2024-03-20, and a follow-up call planned for the next morning. A data line from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars showed the following information for 2024-03-20: the price before the market close was 61.48, the price after the market opened was 61.4, and the price after the market close was 64.65, with a gap of -0.0013012361743656164 and a return of 0.05156148340923883. This event was marked as part of a training set, with an index of 74. The December 2023 reports included pre-separation operations, even though the stock had already separated, and sensitivity was retained and separately excluded.
https://ir.worthingtonenterprises.com/news/news-details/2024/Worthington-Enterprises-Schedules-Third-Quarter-2024-Earnings-Call-for-March-21/default.aspx
The primary issuer schedule was retrieved on September 20. It showed that there would be a release of information after the market closed on December 19, 2023, with a follow-up call the next morning. A news scan found the data line: a stock had a preclose price of 56.33, a postopen price of 56.37, and a postclose price of 55.02 on December 19, 2023. The gap was 0.0007101011894194986 and the return was -0.023255813953488302. This event was part of a training set, indicated by 'train' being true, and it was the 12th item, indicated by 'i' being 12. The data came from the SIP/all source at https://runway.adityaperswal.workers.dev/data/stock-bars. The December 2023 reports included information about operations before the stock separation, even though the stock had already separated, and also excluded sensitivity information that was retained and separate.
https://ir.worthingtonenterprises.com/news/news-details/2023/Worthington-Enterprises-Schedules-Second-Quarter-2024-Earnings-Call-for-December-20/default.aspx
MRK R92008 expiry-filtered chain screen = 30
Convex tail2026-09-20 08:07
A news scan found the headline is not available, but a data line shows information about Merck stock options. The data is about the stock symbol MRK. There are 498 options, also known as a chain, and 30 of them are considered cheap. The minimum ask price is 0.01. The best cheap options are: a call option, which is a contract to buy a stock at a set price, with the ticker MRK261002C00162500, where the current stock price is 146.87, the strike price, or the set price to buy the stock, is 162.5, the ask price is 0.16, the bid price is 0.03, the hurdle, or the minimum price to buy the option, is 0.10751004289507725, the expiration date is September 18, 2026, and the premium, or the price of the option, is 16, and a put option, which is a contract to sell a stock at a set price, with the ticker MRK261002P00130000, where the current stock price is 146.87, the strike price is 130, the ask price is 0.16, the bid price is 0, the hurdle is 0.11595288350241713, the expiration date is September 18, 2026, and the premium is 16. The nearest option is a call option with the ticker MRK261002C00147000, where the current stock price is 146.87, the strike price is 147, the ask price is 3.73, the bid price is 2.35, the hurdle is 0.02628174576155781, the expiration date is September 18, 2026, and the premium is 373. The data was queried on September 20 and the options expire between September 29 and October 30. The prices are modified indicative quotes, which means they are not real-time prices, and are not executable, meaning they cannot be used to make a trade. The historical medians and 80th percentiles, which are measures of the options' past prices, are inherited, except for a new study, and no new odds, or probabilities, are inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/MRK?feed=indicative
MLKN R92008 expiry-filtered chain screen = 0
Convex tail2026-09-20 08:07
A news scan found the headline 'MLKN R92008 expiry-filtered chain screen'. This refers to a screen of options for the stock MLKN, with 16 options chains. The minimum ask price is 0.52. The nearest option is the MLKN261016C00020000, which has a strike price of 20, an ask price of 2.21, and a bid price of 1.08. This option has a hurdle of 0.07502420135527589 and a premium of 221. The data is from September 20, and the options expire between September 29 and October 30. The quotes are modified indicative quotes, which means they are not prices that can be executed. The historical medians and 80th percentiles are inherited, except for a new study called WOR, and no new odds are inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/MLKN?feed=indicative
HALO R92008 expiry-filtered chain screen = 3
Convex tail2026-09-20 08:07
A news scan found the headline is not available, but a data line shows information about the stock HALO. The data includes a chain with 42 items, and 3 of them are considered cheap, with a minimum ask price of 0.12. The best cheap options are listed, including one with the ticker HALO261016P00095000, which has a strike price of 95, an ask price of 0.18, and a bid price of 0. The data was queried on September 20, and the expiries are from September 29 to October 30. The quotes are modified and not executable, and the historical medians and P80 values are inherited, except for a new study, and no new odds are inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/HALO?feed=indicative
R92008 queue ledger snapshot and monitoring coverage = 132
Whole-share momentum backstop2026-09-20 08:07
A news scan found the headline is not available, but a queue ledger snapshot shows that on September 20 at 08:00 UTC, the actual query trades trend had 12 pending orders with a price of 67.37 and 13 pending orders with a price of 64.63, and stops at 65.48 and 62.10, with targets at 74.59 and 77.97, and an expiry date of September 22 at 02:04 UTC, with no fills or closes. The last trades on the IEX were 67.04 on September 18 at 20:06 UTC and 64.24 on September 18 at 20:12 UTC, which are 0.33 and 0.39 below the average true range of 0.94325 and 1.264725. The current user context has an equity of 1000 and a fund of 140, with other funds being flat and no queues, and 132 is reserved with a residual of 8. A planned order for another fund implies a price of 160.70 and 151.29, but these orders do not exist. A collector note shows that 273 runs were completed at 07:46 with 2 exits and 0 errors, and there are 45 runs left with a hourly cadence that will cover the next 00:00 UTC and Monday. The monitor shows that 437 issues were resolved, 445 replaced stale orders, and 431, 412, and 413 were retained, with 444 new orders on Tuesday at 06:00.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=EEM,XLE&feed=iex
BB R92008 expiry-filtered chain screen = 48
Convex tail2026-09-20 08:06
A news scan found the data line for the BB R92008 expiry-filtered chain screen. The screen shows 230 options, with 48 considered cheap, and a minimum ask price of 0.05. The best cheap options are listed, including BB261002P00007000, which has a strike price of 7, an ask price of 0.2, and a bid price of 0.06, with a hurdle of 0.14893617021276598, and BB261009P00007000, which has a strike price of 7, an ask price of 0.24, and a bid price of 0.15, with a hurdle of 0.15394242803504382. The nearest option is BB261009P00008000, which has a strike price of 8, an ask price of 0.62, and a bid price of 0.6, with a hurdle of 0.0763454317897372, and a passgate of true. The data was queried on September 20, and the expiries range from September 29 to October 30. The quotes are modified indicative quotes, not executable prices. The historical medians and P80 values are inherited, except for new studies, and no new odds are inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/BB?feed=indicative
WOR R92008 expiry-filtered chain screen = 0
Convex tail2026-09-20 08:06
A news scan found the headline 'WOR R92008 expiry-filtered chain screen'. The screen shows data for the stock ticker WOR. There are 24 chains and 0 cheap options. The minimum ask price is 0.67. The nearest option is WOR261016C00055000, which expires on 2026-09-18. This option has a strike price of 55, an ask price of 4.77, and a bid price of 3.98. The hurdle is 0.041652143604043165, and the premium is 476.99999999999994. The data was queried on September 20 and includes expiries from September 29 to October 30. The quotes are modified and not executable. The historical medians and P80 values are inherited, except for a new WOR study, and no new odds are inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/WOR?feed=indicative
TH R92008 expiry-filtered chain screen = 10
Convex tail2026-09-20 08:06
A news scan found the data line for the TH R92008 expiry-filtered chain screen. The screen has 68 chains and 10 cheap options, with a minimum ask price of 0.03. The best cheap options are: a put option with ticker TH261016P00016000, which has a stock price of 21.19, a strike price of 16, an ask price of 0.13, and a bid price of 0, with a hurdle of 0.2510618216139689, and a timestamp of 2026-09-18T19:59:50.15059318Z, and another put option with ticker TH261016P00018000, which has a stock price of 21.19, a strike price of 18, an ask price of 0.23, and a bid price of 0.13, with a hurdle of 0.16139688532326574, and a timestamp of 2026-09-18T19:59:57.342306499Z. The nearest option is a call option with ticker TH261016C00021000, which has a stock price of 21.19, a strike price of 21, an ask price of 2.13, and a bid price of 0.92, with a hurdle of 0.09155261915998106, and a timestamp of 2026-09-18T19:59:54.102645911Z. The data was queried on September 20, and the expiries are from September 29 to October 30, with no remaining pagination. The quotes are modified and not executable, and the historical medians and P80 values are inherited, with no new odds inferred.
https://runway.adityaperswal.workers.dev/data/option-chain/TH?feed=indicative
SFIX R92008 expiry-filtered chain screen = 3
Convex tail2026-09-20 08:06
A news scan found the data line for SFIX R92008 expiry-filtered chain screen. The data shows that the stock symbol is SFIX, and there are 6 chains and 3 cheap options. The minimum ask price is 0.03. The best cheap options are: a put option with a strike price of 2.5 and an ask price of 0.28, and a call option with a strike price of 7.5 and an ask price of 0.12. The nearest option is a call option with a strike price of 2.5 and an ask price of 0.53. The data was queried on September 20, and the expiries are from September 29 to October 30. The quotes are modified and not executable, and the historical medians and P80 values are inherited.
https://runway.adityaperswal.workers.dev/data/option-chain/SFIX?feed=indicative
MRK R92008 completed-bar technical state = 146.87
Convex tail2026-09-20 08:06
A news scan found the headline 'MRK R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this report includes all daily bars from August 2025 to September 18, 2026. The technical state of MRK is as follows: the stock symbol is MRK, the current spot price is 146.87, the simple moving average over 200 days is 118.9127, the average true range over 20 days, which measures price volatility, is 3.313000000000001, the relative strength index over 14 days, which measures speed and change of price movements, is 56.986198412578226, the highest price in the last 252 hours, excluding the most recent hour, is 156, the volume ratio, which compares current volume to previous volume, is 3.158837182821334, and the realized volatility over 60 days, which measures the standard deviation of price movements, is 0.35461490759699804. The report uses the exponential weighted moving average with an alpha of 1/14 for the relative strength index, arithmetic true-range for the average true range, and prior 252-hour intraday high, which excludes the latest hour. The volume denominator is the average of the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
MLKN R92008 completed-bar technical state = 20.66
Convex tail2026-09-20 08:06
A news scan found the headline 'MLKN R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of MLKN is as follows: the spot price is 20.66, the simple moving average over 200 days is 18.68, the average true range over 20 days is 0.75, and the relative strength index over 14 days is 36.58. The prior 252-day high is 24.51, the volume ratio is 3.02, and the realized volatility over 60 days is 0.42. The relative strength index uses an exponentially weighted moving average with an alpha of 1 over 14 days, the average true range uses arithmetic true range over 20 days, the prior 252-day high excludes the latest data, and the volume denominator is the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
HALO R92008 completed-bar technical state = 112.45
Convex tail2026-09-20 08:06
A news scan found the headline 'HALO R92008 completed-bar technical state'. Collected on September 20, 2025, with a SIP adjustment of all daily bars from August 2025 to September 18, 2026. The technical state of HALO is as follows: the spot price is 112.45, the simple moving average over 200 days is 75.89, the average true range over 20 days, which is a measure of volatility, is 2.64, the relative strength index over 14 days, which is a measure of speed and change of price movements, is 69.89, the prior 252-hour high, excluding the latest high, is 111.15, the volume ratio, which is a measure of trading volume, is 6.93, and the realized volatility over 60 days is 0.45. The relative strength index uses an exponentially weighted moving average with an alpha of 1/14, the average true range uses arithmetic true range over 20 days, and the prior 252-hour high excludes the latest high. The volume denominator is the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
BB R92008 completed-bar technical state = 7.99
Convex tail2026-09-20 08:06
A news scan found the headline 'BB R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, the daily bars from August 2025 to September 18, 2026, show the following technical state for BB: the current spot price is 7.99, the simple moving average over 200 days is 6.1538, the average true range over 20 days is 0.3576, and the relative strength index over 14 days is 48.4209. The prior 252-day intraday high, excluding the latest, is 13.59. The volume ratio is 1.4956 and the realized volatility over 60 days is 0.7516. The RSI uses an exponentially weighted moving average with an alpha of 1/14, the ATR uses arithmetic true range over 20 days, and the prior 252-day intraday high excludes the latest. The volume denominator is the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
WOR R92008 completed-bar technical state = 57.38
Convex tail2026-09-20 08:06
A news scan found the headline 'WOR R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of WOR is as follows: the spot price is 57.38, the simple moving average over 200 days is 54.8321, the average true range over 20 days, which is a measure of volatility, is 1.9551849999999997, the relative strength index over 14 days, which is a measure of how quickly a stock's price is changing, is 48.962301977632436, the highest price over the prior 252 hours, excluding the latest hour, is 62.9, the volume ratio, which compares the current volume to the previous volume, is 2.3207056354118007, and the realized volatility over 60 days, which measures how much the price is changing, is 0.35618163813709086. The relative strength index uses an exponentially weighted moving average with an alpha of 1/14, the average true range uses arithmetic true range over 20 days, and the prior 252 hour high excludes the latest hour. The volume denominator is the average volume over the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
TH R92008 completed-bar technical state = 21.19
Convex tail2026-09-20 08:06
A news scan found the headline 'TH R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state is as follows: the spot price is 21.19, the simple moving average over 200 days is 13.37105, the average true range over 20 days is 1.042385, and the relative strength index over 14 days is 67.82232452030817. The prior 252-hour high, excluding the latest, is 20.85. The volume ratio is 2.4195459251783733 and the realized volatility over 60 days is 0.5840230132559768. The relative strength index uses an exponentially weighted moving average with an alpha of 1 over 14 days, the average true range uses arithmetic true range over 20 days, and the prior 252-hour high excludes the latest. The volume denominator is the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
SFIX R92008 completed-bar technical state = 2.84
Convex tail2026-09-20 08:06
A news scan found the headline 'SFIX R92008 completed-bar technical state'. Collected on September 20, 2026, with 285 SIP adjustments, this data includes all daily bars from August 2025 to September 18, 2026. The technical state of SFIX is as follows: the current price, or spot, is 2.84, the simple moving average over 200 days, or sma200, is 3.9037, the average true range over 20 days, or atr20, is 0.1217, the relative strength index over 14 days, or rsi14, is 34.5858, the prior 252-day high, excluding the latest data, is 5.94, the volume ratio, or vr, is 2.0159, and the realized volatility over 60 days, or RV60, is 0.5673. The relative strength index, or RSI, uses an exponentially weighted moving average, or EWM, with an alpha of 1 over 14 days. The average true range, or ATR, uses arithmetic true range over 20 days. The prior 252-day high excludes the latest data. The volume denominator is the average of the previous 20 days.
https://runway.adityaperswal.workers.dev/data/stock-bars
NOK October22 earnings planned = 22
Convex liquid2026-09-20 08:06
A news scan found the headline about NOK's October 22 earnings. The issuer's financial calendar is scheduled for December 1, 2025, but only the date is available. The earliest expiry date is October 29. It has been decided that the cheap October 2, 9, and 16 legs cannot be used for the October 22 earnings.
https://www.nokia.com/newsroom/nokia-corporations-financial-calendar-for-2026/
NKE October1 16:15ET planned results,17ETcall = 1
Convex liquid2026-09-20 08:06
A news scan found the headline about NKE planned results on October 1 at 16:15 ET, with a call at 17:00 ET. The issuer was read on August 28 and September 20. The earliest permissible expiry date is October 8. The October 2 cheap legs are ineligible, where cheap legs refer to a type of financial option.
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
BB September24 08ET Q2FY27 results = 24
Convex liquid2026-09-20 08:06
A news scan found the headline about BB's September 24, 8:00 ET, Q2 FY27 results. The issuer, which is the company that released the information, distributed an announcement on September 10, and it was verified on September 20. The reporting period for these results ended on August 31. The results will expire on October 2, which is 8 days after the announcement, and this meets the rule that requires at least 7 days.
https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954
IONS September22 zilganersen deadline superseded by September3 approval = 3
Convex liquid2026-09-20 08:06
The company that issues IONS had an approval released on September 3 and an 8K filing on September 4, which was read on September 20. There is no pending decision on September 22 for the PDUFA, which is a Food and Drug Administration deadline for approving a new drug, regarding zilganersen. This does not mean that all FDA decisions are known, as the FDA advisory calendar, which lists upcoming meetings, is currently empty and does not include private action dates, which are dates when the FDA takes action without a public meeting.
https://ir.ionis.com/news-releases/news-release-details/zanvastrotm-zilganersen-approved-fda-first-and-only-disease
September22 Jefferson and H6; recurring releases
Convex liquid2026-09-20 08:06
A news scan found the following schedule: on September 20, there was a read. On September 22, Jefferson is scheduled to speak at 10:20 ET at the Treasury Market Conference, and H6 is scheduled to speak at 13:00 ET. On September 21, H10 is scheduled to speak at 16:15 ET. There are also two sessions: CP at 13:00 ET and H15 at 16:15 ET. The FOMC meeting on September 16 has already passed.
https://www.federalreserve.gov/newsevents/2026-september.htm
September21–22 economic release calendar
Convex liquid2026-09-20 08:06
A news scan found the headline for the September 21-22 economic release calendar. The calendar lists the following releases: on September 21, the SCE household spending report will be released at 11:00, and on September 22, the Philadelphia nonmanufacturing report will be released at 8:30, followed by the Richmond manufacturing report at 10:00. The calendar is based on information from the relevant agency, and includes the subject and any changes, but does not include surprise forecasts.
https://www.newyorkfed.org/research/calendars/i-sep26.html