| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-13 | ACRS | ACRS231215C00001000 | 1.00 | 810.0 | 2.000 | 2.156 | 2.031 | 0.1 | 0.4 | 1.470 | 0.060 | 0.410 | 0.10 | 0.64 | 2023-12-15 | CALL | Long | 0.330 | 2.032 | -0.864 |
| 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 | ACRS | 0.727 | 0.085 | 0.509 | 0.227 | 0.509 | 0.137 | 3.26 | -2.831 | 0.0000 | 0.92 | 4.59 | 21 | 1y | 1.93 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $-0.03 | -0.30 | $0.42 | 0.66 | -0.91 | 0.10 | 0.07 | 0.64 | 1.06 | -0.03 | $-3.00 | 10.00 | 31 | 224.0 | 1645.000 | 0.42 | 2023-12-14 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.45 | 0.70 | -1.09 | 0.10 | 0.10 | 0.64 | 1.09 | 0.00 | $0.00 | 10.00 | 30 | 75.0 | 1673.000 | 0.45 | 2023-12-13 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $-0.04 | -0.40 | $0.37 | 0.58 | -0.47 | 0.10 | 0.06 | 0.64 | 1.01 | -0.04 | $-4.00 | 10.00 | 29 | 40.0 | 1684.000 | 0.37 | 2023-12-12 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $-0.02 | -0.20 | $0.33 | 0.52 | -0.03 | 0.10 | 0.08 | 0.64 | 0.97 | -0.02 | $-2.00 | 10.00 | 28 | 21.0 | 1683.000 | 0.33 | 2023-12-11 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.37 | 0.58 | -0.97 | 0.10 | 0.10 | 0.64 | 1.01 | 0.00 | $0.00 | 10.00 | 25 | 31.0 | 1681.000 | 0.37 | 2023-12-08 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.36 | 0.56 | -0.88 | 0.10 | 0.10 | 0.64 | 1.00 | 0.00 | $0.00 | 10.00 | 24 | 48.0 | 1688.000 | 0.36 | 2023-12-07 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.38 | 0.59 | -0.44 | 0.10 | 0.15 | 0.64 | 1.02 | 0.05 | $5.00 | 10.00 | 23 | 0.0 | 1699.000 | 0.38 | 2023-12-06 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.03 | 0.30 | $0.35 | 0.55 | -0.59 | 0.10 | 0.13 | 0.64 | 0.99 | 0.03 | $3.00 | 10.00 | 22 | 0.0 | 1692.000 | 0.35 | 2023-12-05 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.34 | 0.53 | -0.28 | 0.10 | 0.15 | 0.64 | 0.98 | 0.05 | $5.00 | 10.00 | 21 | 0.0 | 1628.000 | 0.34 | 2023-12-04 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.26 | 0.41 | -0.53 | 0.10 | 0.10 | 0.64 | 0.90 | 0.00 | $0.00 | 10.00 | 20 | 0.0 | 1620.000 | 0.26 | 2023-12-03 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.26 | 0.41 | -0.56 | 0.10 | 0.10 | 0.64 | 0.90 | 0.00 | $0.00 | 10.00 | 19 | 0.0 | 1620.000 | 0.26 | 2023-12-02 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.26 | 0.41 | -0.62 | 0.10 | 0.10 | 0.64 | 0.90 | 0.00 | $0.00 | 10.00 | 18 | 0.0 | 1620.000 | 0.26 | 2023-12-01 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.23 | 0.36 | -0.50 | 0.10 | 0.10 | 0.64 | 0.87 | 0.00 | $0.00 | 10.00 | 17 | 0.0 | 1609.000 | 0.23 | 2023-11-30 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.24 | 0.38 | -0.53 | 0.10 | 0.10 | 0.64 | 0.88 | 0.00 | $0.00 | 10.00 | 16 | 0.0 | 1551.000 | 0.24 | 2023-11-29 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.25 | 0.39 | -0.38 | 0.10 | 0.10 | 0.64 | 0.89 | 0.00 | $0.00 | 10.00 | 15 | 0.0 | 1544.000 | 0.25 | 2023-11-28 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.20 | 0.31 | -0.44 | 0.10 | 0.10 | 0.64 | 0.84 | 0.00 | $0.00 | 10.00 | 14 | 0.0 | 1544.000 | 0.20 | 2023-11-27 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.20 | 0.31 | -0.53 | 0.10 | 0.10 | 0.64 | 0.84 | 0.00 | $0.00 | 10.00 | 11 | 0.0 | 0.000 | 0.20 | 2023-11-24 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | Underlying has moved in favorable position (0.265625) however, position is suffering from IV crush;Exit OP PnL: $-0.02;Exit EQ PnL: 0.17 | $-0.02 | -0.20 | $0.17 | 0.27 | -1.91 | 0.10 | 0.08 | 0.64 | 0.81 | -0.02 | $-2.00 | 10.00 | 10 | 0.0 | 0.000 | 0.17 | 2023-11-23 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.22 | 0.34 | -0.19 | 0.10 | 0.15 | 0.64 | 0.86 | 0.05 | $5.00 | 10.00 | 9 | 0.0 | 1480.000 | 0.22 | 2023-11-22 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.02 | 0.20 | $0.25 | 0.39 | -0.34 | 0.10 | 0.12 | 0.64 | 0.89 | 0.02 | $2.00 | 10.00 | 8 | 0.0 | 1472.000 | 0.25 | 2023-11-21 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.06 | 0.60 | $0.30 | 0.47 | -0.12 | 0.10 | 0.16 | 0.64 | 0.94 | 0.06 | $6.00 | 10.00 | 7 | 0.0 | 1357.000 | 0.30 | 2023-11-20 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.31 | 0.48 | -0.03 | 0.10 | 0.15 | 0.64 | 0.95 | 0.05 | $5.00 | 10.00 | 6 | 0.0 | 1442.000 | 0.31 | 2023-11-19 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.31 | 0.48 | -0.06 | 0.10 | 0.15 | 0.64 | 0.95 | 0.05 | $5.00 | 10.00 | 4 | 0.0 | 1442.000 | 0.31 | 2023-11-17 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.05 | 0.50 | $0.25 | 0.39 | -0.02 | 0.10 | 0.15 | 0.64 | 0.89 | 0.05 | $5.00 | 10.00 | 3 | 0.0 | 1390.000 | 0.25 | 2023-11-16 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.03 | 0.30 | $0.16 | 0.25 | -0.09 | 0.10 | 0.13 | 0.64 | 0.80 | 0.03 | $3.00 | 10.00 | 2 | 0.0 | 897.000 | 0.16 | 2023-11-15 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.04 | 0.06 | -0.11 | 0.10 | 0.10 | 0.64 | 0.68 | 0.00 | $0.00 | 10.00 | 1 | 0.0 | 654.000 | 0.04 | 2023-11-14 |
| ACRS231215C00001000 | ACRS | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.10 | 0.10 | 0.64 | 0.64 | 0.00 | $0.00 | 10.00 | 0 | 0.0 | 2.000 | 0.00 | 2023-11-13 |