| record_date | ticker | symbol | strike | volume | open_interest | implied_volatility | bs_sigma | bs_call | bs_put | spec_perc_move | bs_iv_call | bs_iv_put | last_option_price | last_underlying_price | exp_date | side | bias | prev_day_volatility | volatility | percent_move |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-05 | AAL | AAL250117C00017000 | 17.00 | 5817.0 | 13190.000 | 0.412 | 0.217 | 0.7 | 0.3 | -0.010 | 1.120 | 0.660 | 1.17 | 17.39 | 2025-01-17 | CALL | Short | 0.192 | 0.245 | 0.168 |
| record_date | ticker | volatility_ratio | minimum_volatility | maximum_volatility | average_volatility | current_volatility | against_prev_volatility | curr_price | net_profitability | dividend_yield | time_period_low | time_period_high | interval | time_period | avg_price_prev |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-17 | AAL | 0.545 | 0.087 | 0.177 | 0.126 | 0.177 | 0.064 | 16.72 | 0.016 | 0.0000 | 9.26 | 17.58 | 21 | 1y | 13.54 |
| symbol | ticker | side | bias | strike | exit_reason | option_pnl_str | option_perc | underlying_pnl_str | underlying_perc | iv_diff | option_purchase_price | option_curr_price | underlying_original_price | underlying_curr_price | option_pnl | dollar_pnl | position_entry | days_in_position | volume | open_interest | underlying_pnl | record_date |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.66 | 0.45 | $0.50 | 0.03 | -0.06 | 1.48 | 0.82 | 17.38 | 16.88 | 0.66 | $66.00 | 1738.00 | 15 | 6228.0 | 18275.000 | 0.50 | 2024-12-20 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.79 | 0.53 | $0.74 | 0.04 | -0.06 | 1.48 | 0.69 | 17.38 | 16.64 | 0.79 | $79.00 | 1738.00 | 14 | 144.0 | 18294.000 | 0.74 | 2024-12-19 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.85 | 0.57 | $0.91 | 0.05 | -0.08 | 1.48 | 0.63 | 17.38 | 16.47 | 0.85 | $85.00 | 1738.00 | 13 | 547.0 | 18172.000 | 0.91 | 2024-12-18 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.77 | 0.52 | $0.66 | 0.04 | -0.10 | 1.48 | 0.71 | 17.38 | 16.72 | 0.77 | $77.00 | 1738.00 | 12 | 970.0 | 17709.000 | 0.66 | 2024-12-17 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.84 | 0.57 | $0.86 | 0.05 | -0.10 | 1.48 | 0.64 | 17.38 | 16.52 | 0.84 | $84.00 | 1738.00 | 11 | 384.0 | 17670.000 | 0.86 | 2024-12-16 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.67 | 0.45 | $0.46 | 0.03 | -0.11 | 1.48 | 0.81 | 17.38 | 16.92 | 0.67 | $67.00 | 1738.00 | 8 | 4539.0 | 17021.000 | 0.46 | 2024-12-13 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.42 | 0.28 | $0.14 | 0.01 | -0.09 | 1.48 | 1.06 | 17.38 | 17.24 | 0.42 | $42.00 | 1738.00 | 7 | 243.0 | 16902.000 | 0.14 | 2024-12-12 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.24 | 0.16 | $-0.20 | -0.01 | -0.10 | 1.48 | 1.24 | 17.38 | 17.58 | 0.24 | $24.00 | 1738.00 | 6 | 262.0 | 16783.000 | -0.20 | 2024-12-11 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.25 | 0.17 | $-0.11 | -0.01 | -0.09 | 1.48 | 1.23 | 17.38 | 17.49 | 0.25 | $25.00 | 1738.00 | 5 | 893.0 | 16718.000 | -0.11 | 2024-12-10 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.43 | 0.29 | $0.22 | 0.01 | -0.09 | 1.48 | 1.05 | 17.38 | 17.16 | 0.43 | $43.00 | 1738.00 | 4 | 504.0 | 16636.000 | 0.22 | 2024-12-09 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.24 | 0.16 | $-0.02 | -0.00 | -0.07 | 1.48 | 1.24 | 17.38 | 17.40 | 0.24 | $24.00 | 1738.00 | 3 | 2545.0 | 16931.000 | -0.02 | 2024-12-08 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | None | $0.29 | 0.20 | $-0.02 | -0.00 | -0.10 | 1.48 | 1.19 | 17.38 | 17.40 | 0.29 | $29.00 | 1738.00 | 1 | 2540.0 | 16931.000 | -0.02 | 2024-12-06 |
| AAL250117C00017000 | AAL | CALL | Short | 17.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 1.48 | 1.48 | 17.38 | 17.38 | -0.00 | $-0.00 | 1738.00 | 0 | 7516.0 | 13190.000 | -0.00 | 2024-12-05 |