| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | AAPL | AAPL240712C00220000 | 220.00 | 3677.0 | 1235.000 | 0.233 | 0.165 | 5.0 | 3.9 | -0.010 | 6.810 | 5.680 | 5.65 | 219.78 | 2024-07-12 | CALL | Short | 0.119 | 0.153 | 0.103 |
| 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 | AAPL | 0.818 | 0.027 | 0.090 | 0.062 | 0.027 | -0.024 | 253.48 | 0.240 | 0.0000 | 165.00 | 253.48 | 21 | 1y | 228.36 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-5.60 | -1.78 | $-14.50 | -0.07 | 0.35 | 3.15 | 8.75 | 213.07 | 227.57 | -5.60 | $-560.00 | 21307.00 | 29 | 11368.0 | 13218.000 | -14.50 | 2024-07-11 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-9.90 | -3.14 | $-19.91 | -0.09 | -0.24 | 3.15 | 13.05 | 213.07 | 232.98 | -9.90 | $-990.00 | 21307.00 | 28 | 5955.0 | 14744.000 | -19.91 | 2024-07-10 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-5.82 | -1.85 | $-15.61 | -0.07 | 0.06 | 3.15 | 8.97 | 213.07 | 228.68 | -5.82 | $-582.00 | 21307.00 | 27 | 8427.0 | 16503.000 | -15.61 | 2024-07-09 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-5.05 | -1.60 | $-14.75 | -0.07 | 0.06 | 3.15 | 8.20 | 213.07 | 227.82 | -5.05 | $-505.00 | 21307.00 | 26 | 15646.0 | 21328.000 | -14.75 | 2024-07-08 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-3.57 | -1.13 | $-13.27 | -0.06 | -0.07 | 3.15 | 6.72 | 213.07 | 226.34 | -3.57 | $-357.00 | 21307.00 | 23 | 18307.0 | 25593.000 | -13.27 | 2024-07-05 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-0.60 | -0.19 | $-8.48 | -0.04 | -0.03 | 3.15 | 3.75 | 213.07 | 221.55 | -0.60 | $-60.00 | 21307.00 | 22 | 20583.0 | 0.000 | -8.48 | 2024-07-04 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-0.60 | -0.19 | $-8.48 | -0.04 | -0.04 | 3.15 | 3.75 | 213.07 | 221.55 | -0.60 | $-60.00 | 21307.00 | 21 | 20583.0 | 0.000 | -8.48 | 2024-07-03 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-0.09 | -0.03 | $-7.20 | -0.03 | -0.03 | 3.15 | 3.24 | 213.07 | 220.27 | -0.09 | $-9.00 | 21307.00 | 20 | 46912.0 | 27320.000 | -7.20 | 2024-07-02 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $1.41 | 0.45 | $-3.68 | -0.02 | -0.04 | 3.15 | 1.74 | 213.07 | 216.75 | 1.41 | $141.00 | 21307.00 | 19 | 44852.0 | 18597.000 | -3.68 | 2024-07-01 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $2.10 | 0.67 | $2.45 | 0.01 | -0.00 | 3.15 | 1.05 | 213.07 | 210.62 | 2.10 | $210.00 | 21307.00 | 16 | 8401.0 | 17413.000 | 2.45 | 2024-06-28 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $1.71 | 0.54 | $-1.03 | -0.00 | -0.04 | 3.15 | 1.44 | 213.07 | 214.10 | 1.71 | $171.00 | 21307.00 | 15 | 8763.0 | 16182.000 | -1.03 | 2024-06-27 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $2.34 | 0.74 | $2.83 | 0.01 | -0.04 | 3.15 | 0.81 | 213.07 | 210.24 | 2.34 | $234.00 | 21307.00 | 13 | 2519.0 | 17230.000 | 2.83 | 2024-06-25 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $2.42 | 0.77 | $4.93 | 0.02 | -0.02 | 3.15 | 0.73 | 213.07 | 208.14 | 2.42 | $242.00 | 21307.00 | 12 | 27237.0 | 8705.000 | 4.93 | 2024-06-24 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $0.15 | 0.05 | $-1.22 | -0.01 | -0.00 | 3.15 | 3.00 | 213.07 | 214.29 | 0.15 | $15.00 | 21307.00 | 6 | 4312.0 | 4001.000 | -1.22 | 2024-06-18 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-0.35 | -0.11 | $-3.60 | -0.02 | -0.02 | 3.15 | 3.50 | 213.07 | 216.67 | -0.35 | $-35.00 | 21307.00 | 5 | 2906.0 | 3765.000 | -3.60 | 2024-06-17 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $1.06 | 0.34 | $0.58 | 0.00 | -0.04 | 3.15 | 2.09 | 213.07 | 212.49 | 1.06 | $106.00 | 21307.00 | 2 | 4594.0 | 2649.000 | 0.58 | 2024-06-14 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | Exit OP PnL: $1.45;Exit EQ PnL: -1.33; Position is Short and position continued to lose. Latest OP price is: $4.60 (EQ: $214.40). Initial OP price was: $3.15 (EQ: $213.07). Surpassed Stop Loss Percentage: -0.4603174603174603174603174603 < -0.16. | $-0.03 | -0.01 | $-1.17 | -0.01 | -0.01 | 3.15 | 3.18 | 213.07 | 214.24 | -0.03 | $-3.00 | 21307.00 | 1 | 3351.0 | 2019.000 | -1.17 | 2024-06-13 |
| AAPL240712C00220000 | AAPL | CALL | Short | 220.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 3.15 | 3.15 | 213.07 | 213.07 | -0.00 | $-0.00 | 21307.00 | 0 | 5689.0 | 1235.000 | -0.00 | 2024-06-12 |