| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-12 | ACAD | ACAD240419C00020000 | 20.00 | 176.0 | 170.000 | 0.522 | 0.256 | 0.7 | 0.6 | 0.010 | 1.300 | 1.230 | 1.21 | 19.98 | 2024-04-19 | CALL | Long | 0.206 | 0.278 | -0.172 |
| 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 | ACAD | 0.818 | 0.068 | 0.245 | 0.130 | 0.141 | 0.002 | 17.41 | -0.084 | 0.0000 | 14.29 | 31.77 | 21 | 1y | 15.68 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.91 | -0.15 | 0.68 | 1.21 | 0.05 | 19.98 | 17.07 | -1.16 | $-116.00 | 121.00 | 37 | 2.0 | 5020.000 | -2.91 | 2024-04-18 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.79 | -0.14 | 0.67 | 1.21 | 0.05 | 19.98 | 17.19 | -1.16 | $-116.00 | 121.00 | 36 | 2.0 | 5020.000 | -2.79 | 2024-04-17 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.90 | -0.15 | 0.32 | 1.21 | 0.05 | 19.98 | 17.08 | -1.16 | $-116.00 | 121.00 | 35 | 2.0 | 5020.000 | -2.90 | 2024-04-16 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-3.09 | -0.15 | 0.28 | 1.21 | 0.05 | 19.98 | 16.89 | -1.16 | $-116.00 | 121.00 | 34 | 2.0 | 5022.000 | -3.09 | 2024-04-15 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.84 | -0.14 | 0.07 | 1.21 | 0.05 | 19.98 | 17.14 | -1.16 | $-116.00 | 121.00 | 31 | 1233.0 | 5022.000 | -2.84 | 2024-04-12 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.57 | -0.13 | 0.06 | 1.21 | 0.05 | 19.98 | 17.41 | -1.16 | $-116.00 | 121.00 | 30 | 1233.0 | 5022.000 | -2.57 | 2024-04-11 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.25 | -0.11 | 0.03 | 1.21 | 0.05 | 19.98 | 17.73 | -1.16 | $-116.00 | 121.00 | 29 | 1233.0 | 5022.000 | -2.25 | 2024-04-10 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-1.83 | -0.09 | 0.03 | 1.21 | 0.05 | 19.98 | 18.15 | -1.16 | $-116.00 | 121.00 | 28 | 1233.0 | 5022.000 | -1.83 | 2024-04-09 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.16 | -0.96 | $-2.18 | -0.11 | 0.08 | 1.21 | 0.05 | 19.98 | 17.80 | -1.16 | $-116.00 | 121.00 | 27 | 1233.0 | 5437.000 | -2.18 | 2024-04-08 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.13 | -0.93 | $-1.97 | -0.10 | -0.02 | 1.21 | 0.08 | 19.98 | 18.01 | -1.13 | $-113.00 | 121.00 | 24 | 14.0 | 5428.000 | -1.97 | 2024-04-05 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.01 | -0.83 | $-1.93 | -0.10 | -0.04 | 1.21 | 0.20 | 19.98 | 18.05 | -1.01 | $-101.00 | 121.00 | 23 | 23.0 | 5431.000 | -1.93 | 2024-04-04 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.96 | -0.79 | $-1.56 | -0.08 | -0.04 | 1.21 | 0.25 | 19.98 | 18.42 | -0.96 | $-96.00 | 121.00 | 22 | 6.0 | 5434.000 | -1.56 | 2024-04-03 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.06 | -0.88 | $-1.87 | -0.09 | -0.04 | 1.21 | 0.15 | 19.98 | 18.11 | -1.06 | $-106.00 | 121.00 | 21 | 54.0 | 5431.000 | -1.87 | 2024-04-02 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.06 | -0.88 | $-1.72 | -0.09 | -0.02 | 1.21 | 0.15 | 19.98 | 18.26 | -1.06 | $-106.00 | 121.00 | 20 | 262.0 | 5684.000 | -1.72 | 2024-04-01 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.92 | -0.76 | $-1.49 | -0.07 | -0.00 | 1.21 | 0.29 | 19.98 | 18.49 | -0.92 | $-92.00 | 121.00 | 19 | 24.0 | 5667.000 | -1.49 | 2024-03-31 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.92 | -0.76 | $-1.49 | -0.07 | -0.03 | 1.21 | 0.29 | 19.98 | 18.49 | -0.92 | $-92.00 | 121.00 | 18 | 24.0 | 5667.000 | -1.49 | 2024-03-30 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.92 | -0.76 | $-1.49 | -0.07 | -0.04 | 1.21 | 0.29 | 19.98 | 18.49 | -0.92 | $-92.00 | 121.00 | 17 | 24.0 | 5667.000 | -1.49 | 2024-03-29 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.92 | -0.76 | $-1.49 | -0.07 | -0.05 | 1.21 | 0.29 | 19.98 | 18.49 | -0.92 | $-92.00 | 121.00 | 16 | 24.0 | 5667.000 | -1.49 | 2024-03-28 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.96 | -0.79 | $-1.78 | -0.09 | -0.08 | 1.21 | 0.25 | 19.98 | 18.20 | -0.96 | $-96.00 | 121.00 | 15 | 125.0 | 5670.000 | -1.78 | 2024-03-27 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.01 | -0.83 | $-2.19 | -0.11 | 0.10 | 1.21 | 0.20 | 19.98 | 17.79 | -1.01 | $-101.00 | 121.00 | 14 | 519.0 | 5173.000 | -2.19 | 2024-03-26 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-1.03 | -0.85 | $-2.14 | -0.11 | -0.04 | 1.21 | 0.18 | 19.98 | 17.84 | -1.03 | $-103.00 | 121.00 | 13 | 71.0 | 5180.000 | -2.14 | 2024-03-25 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.81 | -0.67 | $-2.03 | -0.10 | -0.08 | 1.21 | 0.40 | 19.98 | 17.95 | -0.81 | $-81.00 | 121.00 | 10 | 19.0 | 5175.000 | -2.03 | 2024-03-22 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.81 | -0.67 | $-1.57 | -0.08 | -0.09 | 1.21 | 0.40 | 19.98 | 18.41 | -0.81 | $-81.00 | 121.00 | 9 | 19.0 | 5156.000 | -1.57 | 2024-03-21 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.83 | -0.69 | $-1.32 | -0.07 | -0.09 | 1.21 | 0.38 | 19.98 | 18.66 | -0.83 | $-83.00 | 121.00 | 8 | 123.0 | 5101.000 | -1.32 | 2024-03-20 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.76 | -0.63 | $-1.28 | -0.06 | -0.08 | 1.21 | 0.45 | 19.98 | 18.70 | -0.76 | $-76.00 | 121.00 | 7 | 4109.0 | 1092.000 | -1.28 | 2024-03-19 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.71 | -0.59 | $-1.26 | -0.06 | -0.06 | 1.21 | 0.50 | 19.98 | 18.72 | -0.71 | $-71.00 | 121.00 | 6 | 149.0 | 1077.000 | -1.26 | 2024-03-18 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.76 | -0.63 | $-1.50 | -0.08 | -0.09 | 1.21 | 0.45 | 19.98 | 18.48 | -0.76 | $-76.00 | 121.00 | 3 | 217.0 | 860.000 | -1.50 | 2024-03-15 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $-0.71 | -0.59 | $-1.25 | -0.06 | -0.09 | 1.21 | 0.50 | 19.98 | 18.73 | -0.71 | $-71.00 | 121.00 | 2 | 185.0 | 676.000 | -1.25 | 2024-03-14 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | Exit OP PnL: $-0.21;Exit EQ PnL: -0.44; Position is Long and position continued to lose. Latest OP price is: $1.00 (EQ: $19.54). Initial OP price was: $1.21 (EQ: $19.98). Surpassed Stop Loss Percentage: -0.1735537190082644628099173554 < -0.16. | $-0.36 | -0.30 | $-0.42 | -0.02 | -0.02 | 1.21 | 0.85 | 19.98 | 19.56 | -0.36 | $-36.00 | 121.00 | 1 | 773.0 | 170.000 | -0.42 | 2024-03-13 |
| ACAD240419C00020000 | ACAD | CALL | Long | 20.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.21 | 1.21 | 19.98 | 19.98 | 0.00 | $0.00 | 121.00 | 0 | 176.0 | 170.000 | 0.00 | 2024-03-12 |