| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-25 | ACB | ACB240426C00004000 | 4.00 | 9.0 | 58.000 | 1.156 | 0.414 | 0.3 | 0.1 | 0.000 | 0.570 | 0.420 | 0.75 | 4.14 | 2024-04-26 | CALL | Long | 0.410 | 0.440 | -0.148 |
| 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 | ACB | 0.909 | 0.114 | 0.564 | 0.236 | 0.115 | -0.144 | 4.47 | -0.256 | 0.0000 | 2.89 | 9.23 | 21 | 1y | 5.38 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $2.55 | 3.40 | $2.57 | 0.62 | 2.61 | 0.75 | 3.30 | 4.14 | 6.71 | 2.55 | $255.00 | 75.00 | 31 | 1.0 | 18.000 | 2.57 | 2024-04-25 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $2.55 | 3.40 | $3.06 | 0.74 | 3.61 | 0.75 | 3.30 | 4.14 | 7.20 | 2.55 | $255.00 | 75.00 | 30 | 1.0 | 19.000 | 3.06 | 2024-04-24 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.47 | 1.96 | $3.28 | 0.79 | 4.32 | 0.75 | 2.22 | 4.14 | 7.42 | 1.47 | $147.00 | 75.00 | 29 | 20.0 | 19.000 | 3.28 | 2024-04-23 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.47 | 1.96 | $2.14 | 0.52 | 1.39 | 0.75 | 2.22 | 4.14 | 6.28 | 1.47 | $147.00 | 75.00 | 28 | 20.0 | 39.000 | 2.14 | 2024-04-22 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.69 | 2.25 | $2.32 | 0.56 | 4.96 | 0.75 | 2.44 | 4.14 | 6.46 | 1.69 | $169.00 | 75.00 | 25 | 1.0 | 55.000 | 2.32 | 2024-04-19 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.77 | 2.36 | $2.39 | 0.58 | 1.86 | 0.75 | 2.52 | 4.14 | 6.53 | 1.77 | $177.00 | 75.00 | 24 | 2.0 | 55.000 | 2.39 | 2024-04-18 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.80 | 2.40 | $1.65 | 0.40 | 1.19 | 0.75 | 2.55 | 4.14 | 5.79 | 1.80 | $180.00 | 75.00 | 23 | 20.0 | 57.000 | 1.65 | 2024-04-17 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.80 | 2.40 | $1.76 | 0.43 | 1.71 | 0.75 | 2.55 | 4.14 | 5.90 | 1.80 | $180.00 | 75.00 | 22 | 20.0 | 57.000 | 1.76 | 2024-04-16 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.80 | 2.40 | $2.14 | 0.52 | 2.26 | 0.75 | 2.55 | 4.14 | 6.28 | 1.80 | $180.00 | 75.00 | 21 | 20.0 | 60.000 | 2.14 | 2024-04-15 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $2.09 | 2.79 | $2.46 | 0.59 | 0.11 | 0.75 | 2.84 | 4.14 | 6.60 | 2.09 | $209.00 | 75.00 | 18 | 1.0 | 60.000 | 2.46 | 2024-04-12 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $2.09 | 2.79 | $2.69 | 0.65 | 1.58 | 0.75 | 2.84 | 4.14 | 6.83 | 2.09 | $209.00 | 75.00 | 17 | 1.0 | 77.000 | 2.69 | 2024-04-11 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.18 | 1.57 | $2.62 | 0.63 | 0.72 | 0.75 | 1.93 | 4.14 | 6.76 | 1.18 | $118.00 | 75.00 | 16 | 31.0 | 77.000 | 2.62 | 2024-04-10 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.18 | 1.57 | $2.22 | 0.54 | 0.55 | 0.75 | 1.93 | 4.14 | 6.36 | 1.18 | $118.00 | 75.00 | 15 | 31.0 | 77.000 | 2.22 | 2024-04-09 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.18 | 1.57 | $2.87 | 0.69 | 2.90 | 0.75 | 1.93 | 4.14 | 7.01 | 1.18 | $118.00 | 75.00 | 14 | 31.0 | 77.000 | 2.87 | 2024-04-08 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.18 | 1.57 | $2.49 | 0.60 | 2.61 | 0.75 | 1.93 | 4.14 | 6.63 | 1.18 | $118.00 | 75.00 | 11 | 31.0 | 77.000 | 2.49 | 2024-04-05 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $1.18 | 1.57 | $2.92 | 0.71 | 1.20 | 0.75 | 1.93 | 4.14 | 7.06 | 1.18 | $118.00 | 75.00 | 10 | 31.0 | 70.000 | 2.92 | 2024-04-04 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $2.50 | 3.33 | $3.07 | 0.74 | 0.82 | 0.75 | 3.25 | 4.14 | 7.21 | 2.50 | $250.00 | 75.00 | 9 | 19.0 | 69.000 | 3.07 | 2024-04-03 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.94 | 1.25 | $0.87 | 0.21 | 0.28 | 0.75 | 1.69 | 4.14 | 5.01 | 0.94 | $94.00 | 75.00 | 8 | 6.0 | 70.000 | 0.87 | 2024-04-02 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $-0.07 | -0.09 | $0.17 | 0.04 | -1.26 | 0.75 | 0.68 | 4.14 | 4.31 | -0.07 | $-7.00 | 75.00 | 7 | 3.0 | 70.000 | 0.17 | 2024-04-01 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.44 | 0.59 | $0.25 | 0.06 | -1.26 | 0.75 | 1.19 | 4.14 | 4.39 | 0.44 | $44.00 | 75.00 | 6 | 5.0 | 71.000 | 0.25 | 2024-03-31 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.44 | 0.59 | $0.25 | 0.06 | 0.50 | 0.75 | 1.19 | 4.14 | 4.39 | 0.44 | $44.00 | 75.00 | 5 | 5.0 | 69.000 | 0.25 | 2024-03-30 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.44 | 0.59 | $0.25 | 0.06 | 0.47 | 0.75 | 1.19 | 4.14 | 4.39 | 0.44 | $44.00 | 75.00 | 4 | 5.0 | 69.000 | 0.25 | 2024-03-29 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.44 | 0.59 | $0.25 | 0.06 | 0.44 | 0.75 | 1.19 | 4.14 | 4.39 | 0.44 | $44.00 | 75.00 | 3 | 5.0 | 69.000 | 0.25 | 2024-03-28 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | Underlying has moved in favorable position (0.08454106280193236714975845411) however, position is suffering from IV crush;Exit OP PnL: $-0.05;Exit EQ PnL: 0.35 | $0.18 | 0.24 | $0.61 | 0.15 | -0.32 | 0.75 | 0.93 | 4.14 | 4.75 | 0.18 | $18.00 | 75.00 | 2 | 16.0 | 64.000 | 0.61 | 2024-03-27 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.12 | 0.16 | $0.07 | 0.02 | -0.42 | 0.75 | 0.87 | 4.14 | 4.21 | 0.12 | $12.00 | 75.00 | 1 | 3.0 | 65.000 | 0.07 | 2024-03-26 |
| ACB240426C00004000 | ACB | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.75 | 0.75 | 4.14 | 4.14 | 0.00 | $0.00 | 75.00 | 0 | 9.0 | 58.000 | 0.00 | 2024-03-25 |