TH R9251230 order receipt = 17
Order17 pending: buy1 TH261016C00027000 limit.18, stop.09,target3.58,horizonOct16. Premium $18=1.803% of $998.40 equity and 18% fund cap; no fill claimed.
venue order receipt 781b12dc-1a63-40c0-9f12-e7de0182bbf0
Notes
32996 observations, newest first
CAG R9251230 Oct16 P14 rejection = 0.38
Spot14.315, P14 bid.32/ask.38, OI650, IV37.28%; $38 premium exceeds cap and hurdle4.855% exceeds frozen N11 median2.0644%. Issuer Sep30 earnings: https://www.conagrabrands.com/news-room/news-conagra-brands-to-release-fiscal-2027-first-quarter-earnings-on-september-30-2026-prn-122962
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
LW R9251230 best affordable dated rejection Oct16 P35 = 0.17
Spot 43.935, P35 bid .03/ask .17, OI403, IV56.71%. Downside hurdle (43.935-35+.17)/43.935=20.725%, above N11 median10.017% and P8020.108%; P80 intrinsic is zero after premium. Issuer earnings Oct6: https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announce-fiscal-year-2027-first-quarter-financial
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
DSX R9251230 rejected live Oct16 P3 ask = 0.38
Spot 2.815, P3 bid .12/ask .38, OI493. One contract costs $38, above 3% equity cap $29.952; rejected despite former median gate.
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
TH R9251230 live spot and Oct16 C27 ask = 0.18
2026-09-25 16:30-16:31UTC: TH spot 21.095; C27 bid 0/ask 0.18 size44, OI1 dated Sep23, IV unavailable in snapshot. One contract premium $18; quote is live indicative and order used displayed ask.
https://runway.adityaperswal.workers.dev/data/stock-snapshots and /data/option-snapshots?feed=indicative
BB BB Oct2 $7 put contract close and OI = 0.09
2026-09-21 close $0.09, OI 479 dated 2026-09-18, ppind true. With prior spot $8.53, hurdle=(8.53-7+0.09)/8.53=18.9918%, above frozen median 9.1153% and P80 12.833%; reject despite low premium.
runway option_contracts BB; https://www.accessnewswire.com/newsroom/en/computers-technology-and-internet/blackberry-to-announce-fiscal-second-quarter-2027-results-on-sept-1216954
SFIX SFIX Oct16 $2.5 put contract close and OI = 0.13
2026-09-21 close $0.13, OI 188 dated 2026-09-18. Prior spot $2.85 implies hurdle (2.85-2.5+0.13)/2.85=16.8421%, slightly above frozen median |move| 16.5780%; frozen P80 payoff $0.55216 / $0.13 =4.247x gross. Tail gate passes, but issuer earnings are Sep23 after close and mandate requires a live regular-session quote plus defended execution.
runway option_contracts SFIX; https://investors.stitchfix.com/news-events/press-releases/news-details/2026/Stitch-Fix-Announces-Date-for-Fourth-Quarter-and-Full-Fiscal-Year-2026-Financial-Results-and-Conference-Call/default.aspx
DSX DSX Oct16 $3 put contract close and OI = 0.17
2026-09-21 contract close $0.17; one contract premium $17; OI 279 dated 2026-09-18. At prior spot $3.11 the downside hurdle is (3.11-3+0.17)/3.11=9.0032%, below the frozen split-only median |move| 13.9785%; P80 intrinsic payoff $0.51465 is 3.027x the $0.17 premium, below the alternative 4x gate. Median gate passes, but this is a prior close, not a live attainable quote.
runway option_contracts DSX; https://runway.adityaperswal.workers.dev/data/stock-bars
XLV 13:51 UTC RTH fill = 168.444
Filled $86.65 fractional market, qty 0.514414286. ATR20 2.1585, adjusted-signal mean 12.444763%, stop 164.13, target 186.34.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLV&feed=iex
XLE 13:51 UTC RTH fill = 63.128
Filled $86.65 fractional market, qty 1.372608034. ATR20 1.2580, adjusted-signal mean 19.704288%, stop 60.61, target 76.15. Aggregate account XLE remains below 25% cap with trend-ws lot.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLE&feed=iex
XLK 13:51 UTC RTH fill = 192.146
Filled $86.65 fractional market, qty 0.450959166. ATR20 3.1405, adjusted-signal mean 20.034955%, stop 185.87, target 227.45.
https://runway.adityaperswal.workers.dev/data/stock-snapshots?symbols=XLK&feed=iex
ELG.DE R92104 issuer Q3 calendar
Primary Sep16 presentation p23 lists November10 2026 quarterlyresultsQ3, dateonly. Mayreleaseearlier orchangedate per footnote. Monitor review12:30UTC ischosen, not issuerpromisedtime.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260916_investor_presentation.pdf
ELG.DE R92104 exact illustrative net3R hurdle; corrects approximate3863 = 171.89411201562908
Python exact friction: E140.6, staleSep16ATR4.8400009155, S130.919998169; buyfactor1.0015*1.0005,sellfactor.9985*.9995,T=(E*buyfactor+3*(E*buyfactor-S*sellfactor))/sellfactor=171.894112. Supersedes approximate171.99 in3863. NOT target/entry/valuation; stale range is not current trade instruction.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE
ELG.DE R92104 capped bootstrap 2026_2026-09-18 = 15.279142894079175
{"window":"2026_2026-09-18","n":4,"paths":20000,"trades_per_path":20,"mean_trade_pct":15.279142894079175,"bootstrap_mean_ci_pct":[-5.085337533635134,29.43783321345016],"prob_mean_positive":0.95265,"book_final_pnl_p5_p50_p95":[197.96242818523768,369.72521114455316,517.9729571777185],"prob_book_loss":0.0003,"account_max_dd_p95":5.304939434647293,"exit_counts":{"stop":0,"gapstop":1,"target":3,"time":0},"half_kelly":0.30313499488431334} Seed92104; stake=min(book,120,.25account), nonSupply879.26fixed; noFX. Empiricalresamplingnotliveodds. Recent4tradesnotcalibration.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE
ELG.DE R92104 capped bootstrap 2023_2025 = -2.461470350402055
{"window":"2023_2025","n":19,"paths":20000,"trades_per_path":20,"mean_trade_pct":-2.461470350402055,"bootstrap_mean_ci_pct":[-7.256778970342964,3.1147455255644063],"prob_mean_positive":0.1676,"book_final_pnl_p5_p50_p95":[-87.07958559332585,-56.39223134046943,42.76140328148798],"prob_book_loss":0.8631,"account_max_dd_p95":9.752526876281875,"exit_counts":{"stop":15,"gapstop":0,"target":3,"time":1},"half_kelly":0} Seed92104; stake=min(book,120,.25account), nonSupply879.26fixed; noFX. Empiricalresamplingnotliveodds. Recent4tradesnotcalibration.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE
ELG.DE R92104 capped bootstrap 2016_2022 = -0.16782047270337241
{"window":"2016_2022","n":32,"paths":20000,"trades_per_path":20,"mean_trade_pct":-0.16782047270337241,"bootstrap_mean_ci_pct":[-4.471758242342003,4.734321793417242],"prob_mean_positive":0.459,"book_final_pnl_p5_p50_p95":[-77.54071689550051,-18.66474632301408,116.22423185940139],"prob_book_loss":0.59765,"account_max_dd_p95":9.19666411289759,"exit_counts":{"stop":23,"gapstop":0,"target":6,"time":3},"half_kelly":0} Seed92104; stake=min(book,120,.25account), nonSupply879.26fixed; noFX. Empiricalresamplingnotliveodds. Recent4tradesnotcalibration.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE
ELG.DE R92104 economics fee_hurdles rows 7-9
[{"years":4,"discount":0.08,"annual_pre_tax_break_even":7.427251789569368,"undiscounted_total":29.709007158277473,"perwafer_if_100k":74.27251789569368,"perwafer_if_250k":29.709007158277473,"perwafer_if_500k":14.854503579138736},{"years":4,"discount":0.1,"annual_pre_tax_break_even":7.760581771170008,"undiscounted_total":31.042327084680032,"perwafer_if_100k":77.60581771170008,"perwafer_if_250k":31.042327084680032,"perwafer_if_500k":15.521163542340016},{"years":4,"discount":0.12,"annual_pre_tax_break_even":8.099167133119973,"undiscounted_total":32.39666853247989,"perwafer_if_100k":80.99167133119974,"perwafer_if_250k":32.39666853247989,"perwafer_if_500k":16.198334266239947}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics fee_hurdles rows 4-6
[{"years":3,"discount":0.08,"annual_pre_tax_break_even":9.545624445539676,"undiscounted_total":28.63687333661903,"perwafer_if_100k":95.45624445539676,"perwafer_if_250k":38.182497782158705,"perwafer_if_500k":19.091248891079353},{"years":3,"discount":0.1,"annual_pre_tax_break_even":9.89202416918429,"undiscounted_total":29.676072507552874,"perwafer_if_100k":98.9202416918429,"perwafer_if_250k":39.56809667673716,"perwafer_if_500k":19.78404833836858},{"years":3,"discount":0.12,"annual_pre_tax_break_even":10.242184921763872,"undiscounted_total":30.726554765291617,"perwafer_if_100k":102.42184921763872,"perwafer_if_250k":40.96873968705549,"perwafer_if_500k":20.484369843527745}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics fee_hurdles rows 1-3
[{"years":2,"discount":0.08,"annual_pre_tax_break_even":13.79492307692308,"undiscounted_total":27.58984615384616,"perwafer_if_100k":137.9492307692308,"perwafer_if_250k":55.17969230769232,"perwafer_if_500k":27.58984615384616},{"years":2,"discount":0.1,"annual_pre_tax_break_even":14.174285714285714,"undiscounted_total":28.34857142857143,"perwafer_if_100k":141.74285714285713,"perwafer_if_250k":56.69714285714286,"perwafer_if_500k":28.34857142857143},{"years":2,"discount":0.12,"annual_pre_tax_break_even":14.555773584905662,"undiscounted_total":29.111547169811324,"perwafer_if_100k":145.55773584905663,"perwafer_if_250k":58.22309433962265,"perwafer_if_500k":29.111547169811324}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics guidance rows 7-9
[{"growth":0.14,"margin":0.17,"sales":664.1640000000001,"operating_fcf":112.90788000000002,"forecast_yield":0.046797391797391806,"after_known_H1payment":91.84488000000002,"after_known_H1_yield":0.03806732385679755,"H2needed":57.37188000000002},{"growth":0.14,"margin":0.19,"sales":664.1640000000001,"operating_fcf":126.19116000000002,"forecast_yield":0.05230296730296732,"after_known_H1payment":105.12816000000002,"after_known_H1_yield":0.04357289936237306,"H2needed":70.65516000000002},{"growth":0.14,"margin":0.21,"sales":664.1640000000001,"operating_fcf":139.47444000000002,"forecast_yield":0.05780854280854282,"after_known_H1payment":118.41144000000001,"after_known_H1_yield":0.04907847486794856,"H2needed":83.93844000000001}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics guidance rows 4-6
[{"growth":0.12,"margin":0.17,"sales":652.5120000000001,"operating_fcf":110.92704000000002,"forecast_yield":0.045976384923753354,"after_known_H1payment":89.86404000000002,"after_known_H1_yield":0.0372463169831591,"H2needed":55.39104000000002},{"growth":0.12,"margin":0.19,"sales":652.5120000000001,"operating_fcf":123.97728000000001,"forecast_yield":0.051385371385371394,"after_known_H1payment":102.91428,"after_known_H1_yield":0.04265530344477713,"H2needed":68.44128},{"growth":0.12,"margin":0.21,"sales":652.5120000000001,"operating_fcf":137.02752,"forecast_yield":0.056794357846989434,"after_known_H1payment":115.96452000000001,"after_known_H1_yield":0.04806428990639518,"H2needed":81.49152000000001}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics guidance rows 1-3
[{"growth":0.1,"margin":0.17,"sales":640.8600000000001,"operating_fcf":108.94620000000003,"forecast_yield":0.04515537805011491,"after_known_H1payment":87.88320000000003,"after_known_H1_yield":0.03642531010952065,"H2needed":53.41020000000003},{"growth":0.1,"margin":0.19,"sales":640.8600000000001,"operating_fcf":121.76340000000003,"forecast_yield":0.050467775467775484,"after_known_H1payment":100.70040000000003,"after_known_H1_yield":0.04173770752718123,"H2needed":66.22740000000003},{"growth":0.1,"margin":0.21,"sales":640.8600000000001,"operating_fcf":134.58060000000003,"forecast_yield":0.05578017288543606,"after_known_H1payment":113.51760000000003,"after_known_H1_yield":0.047050104944841804,"H2needed":79.04460000000003}] Derived sensitivity; discount, wafer count, tax and valuation yields are assumptions. Fee source and calculations: analysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 economics sensitivity valuation
[{"required_yield":0.04,"assumed_future_annual_newgrant_cost":0,"value":176.74230769230766,"return_pct":25.70576649524017},{"required_yield":0.04,"assumed_future_annual_newgrant_cost":10,"value":162.1735431235431,"return_pct":15.343914028124562},{"required_yield":0.04,"assumed_future_annual_newgrant_cost":20,"value":147.60477855477853,"return_pct":4.98206156100891},{"required_yield":0.05,"assumed_future_annual_newgrant_cost":0,"value":140.61839160839156,"return_pct":0.013080802554465976},{"required_yield":0.05,"assumed_future_annual_newgrant_cost":10,"value":128.96337995337993,"return_pct":-8.276401171138026},{"required_yield":0.05,"assumed_future_annual_newgrant_cost":20,"value":117.3083682983683,"return_pct":-16.56588314483052},{"required_yield":0.06,"assumed_future_annual_newgrant_cost":0,"value":116.53578088578088,"return_pct":-17.11537632590264},{"required_yield":0.06,"assumed_future_annual_newgrant_cost":10,"value":106.8232711732712,"return_pct":-24.023277970646372},{"required_yield":0.06,"assumed_future_annual_newgrant_cost":20,"value":97.11076146076147,"return_pct":-30.931179615390135},{"required_yield":0.07,"assumed_future_annual_newgrant_cost":0,"value":99.3339160839161,"return_pct":-29.349988560514863},{"required_yield":0.07,"assumed_future_annual_newgrant_cost":10,"value":91.00890775890777,"return_pct":-35.27104711315236},{"required_yield":0.07,"assumed_future_annual_newgrant_cost":20,"value":82.68389943389944,"return_pct":-41.19210566578987}] DerivedPython grid; discount/yield/newgrantcost/tax/wafercountareassumptions,notsourcedforecasts; fullinputs andfeeURLanalysis3854.
https://www.elmos.com/fileadmin/elmos-website/about-us/investor_relations/finanzberichte/2026/20260804_q2_2026_e.pdf
ELG.DE R92104 technical statistical and coverage measurements = 139.8000030517578
{"n":2540,"first":"2016-09-19","last":"2026-09-16","close":139.8000030517578,"sma50":146.36,"sma200":144.40098258972168,"prior20":144,"atr20":4.840000915527344,"rv20":0.42283579901723645,"corr2026":{"ELG":{"ELG":1,"DAX":0.3526515202594427,"LFUS":0.41882039866242904},"DAX":{"ELG":0.3526515202594427,"DAX":1,"LFUS":0.29034301008681374},"LFUS":{"ELG":0.41882039866242904,"DAX":0.29034301008681374,"LFUS":1}},"beta2026":1.0827063520820137,"alpha_daily2026":0.0018762739190146317,"r2":0.12436309474129636,"regression_n":175,"worst_open_gap":-0.12621353645654632,"event_reactions":{"2026-09-16_2026-09-17":{"unavailable":"missing synchronized observation; no quote splice"},"2026-09-16_2026-09-18":{"unavailable":"missing synchronized observation; no quote splice"},"2026-09-08_2026-09-09":{"ELG":-0.4189880289895642,"DAX":-1.6579043395241522,"LFUS":-0.22934181172887813}},"signal":false} Raw2542 timestamps,2540completebars;2missingclosesSep17–18,otherOHLC1missingSep17. Tenannualdividendevents,nosplitsreturned. Crossmarketcloseclocksmismatch;DAXtotalreturnversusYahooadjustedstocks;correlationsdescriptive.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE
ELG.DE R92104 fixed breakout L40 2026_2026-09-18 slippage0.0045 = 63.38972669204982
{"window":"2026_2026-09-18","L":40,"slip":0.0045,"return_pct":63.38972669204982,"drawdown_pct":20.601126668136448,"win_rate":75,"n":4,"mean_trade_pct":14.5895322138832,"avg_win_pct":24.452909530515473,"avg_loss_pct":-15.00059973601362,"half_kelly":0.29831894228530376,"reconcile_error":9.992007221626409e-16} Actual history endsSep16; 2026windowlabelrequestedSep18 butSep17–18closesmissing. Noimputation. DividendsadjustedOHLC,EURreturn,notUSDexecutedPnL.
https://query1.finance.yahoo.com/v8/finance/chart/ELG.DE?range=10y&interval=1d&events=div%2Csplits
Page 1 of 1320Older