| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-05 | ADAP | ADAP240920C00001000 | 1.00 | 36.0 | 3906.000 | 1.875 | 0.421 | 0.1 | 0.1 | 0.010 | 0.230 | 0.250 | 0.20 | 0.98 | 2024-09-20 | CALL | Long | 0.404 | 0.442 | -0.162 |
| 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 | ADAP | 0.818 | 0.152 | 0.399 | 0.264 | 0.213 | -0.104 | 0.60 | -1.889 | 0.0000 | 0.44 | 1.75 | 21 | 1y | 0.76 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.21 | -0.84 | $0.01 | 0.01 | -1.11 | 0.25 | 0.04 | 1.00 | 1.01 | -0.21 | $-21.00 | 25.00 | 44 | 20.0 | 4063.000 | 0.01 | 2024-09-19 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $0.04 | 0.04 | -1.11 | 0.25 | 0.10 | 1.00 | 1.04 | -0.15 | $-15.00 | 25.00 | 43 | 1.0 | 4064.000 | 0.04 | 2024-09-18 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.19 | -0.76 | $0.04 | 0.04 | -0.64 | 0.25 | 0.06 | 1.00 | 1.04 | -0.19 | $-19.00 | 25.00 | 42 | 5.0 | 4068.000 | 0.04 | 2024-09-17 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.18 | -0.72 | $0.05 | 0.05 | -0.86 | 0.25 | 0.07 | 1.00 | 1.05 | -0.18 | $-18.00 | 25.00 | 41 | 10.0 | 4078.000 | 0.05 | 2024-09-16 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.11 | 0.11 | 0.77 | 0.25 | 0.20 | 1.00 | 1.11 | -0.05 | $-5.00 | 25.00 | 39 | 4.0 | 4078.000 | 0.11 | 2024-09-14 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.11 | 0.11 | 0.42 | 0.25 | 0.20 | 1.00 | 1.11 | -0.05 | $-5.00 | 25.00 | 38 | 4.0 | 4078.000 | 0.11 | 2024-09-13 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.15 | -0.60 | $0.10 | 0.10 | -0.86 | 0.25 | 0.10 | 1.00 | 1.10 | -0.15 | $-15.00 | 25.00 | 37 | 1.0 | 4078.000 | 0.10 | 2024-09-12 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.13 | -0.52 | $0.08 | 0.08 | -1.08 | 0.25 | 0.12 | 1.00 | 1.08 | -0.13 | $-13.00 | 25.00 | 36 | 171.0 | 4078.000 | 0.08 | 2024-09-11 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.13 | -0.52 | $0.08 | 0.08 | -0.70 | 0.25 | 0.12 | 1.00 | 1.08 | -0.13 | $-13.00 | 25.00 | 35 | 171.0 | 4078.000 | 0.08 | 2024-09-10 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.13 | -0.52 | $0.11 | 0.11 | -0.70 | 0.25 | 0.12 | 1.00 | 1.11 | -0.13 | $-13.00 | 25.00 | 34 | 171.0 | 4129.000 | 0.11 | 2024-09-09 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.09 | 0.09 | 0.30 | 0.25 | 0.30 | 1.00 | 1.09 | 0.05 | $5.00 | 25.00 | 31 | 2.0 | 4129.000 | 0.09 | 2024-09-06 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.11 | 0.11 | -0.84 | 0.25 | 0.30 | 1.00 | 1.11 | 0.05 | $5.00 | 25.00 | 30 | 2.0 | 4129.000 | 0.11 | 2024-09-05 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.16 | 0.16 | -1.08 | 0.25 | 0.30 | 1.00 | 1.16 | 0.05 | $5.00 | 25.00 | 29 | 2.0 | 4129.000 | 0.16 | 2024-09-04 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.27 | 0.27 | -1.11 | 0.25 | 0.30 | 1.00 | 1.27 | 0.05 | $5.00 | 25.00 | 25 | 1.0 | 4129.000 | 0.27 | 2024-08-31 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.27 | 0.27 | -1.17 | 0.25 | 0.30 | 1.00 | 1.27 | 0.05 | $5.00 | 25.00 | 24 | 1.0 | 4129.000 | 0.27 | 2024-08-30 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.27 | 0.27 | -0.73 | 0.25 | 0.25 | 1.00 | 1.27 | 0.00 | $0.00 | 25.00 | 23 | 2.0 | 4129.000 | 0.27 | 2024-08-29 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.22 | 0.22 | -0.86 | 0.25 | 0.25 | 1.00 | 1.22 | 0.00 | $0.00 | 25.00 | 22 | 2.0 | 4129.000 | 0.22 | 2024-08-28 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.32 | 0.32 | -1.80 | 0.25 | 0.30 | 1.00 | 1.32 | 0.05 | $5.00 | 25.00 | 21 | 12.0 | 4143.000 | 0.32 | 2024-08-27 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.05 | 0.20 | $0.33 | 0.33 | -0.83 | 0.25 | 0.30 | 1.00 | 1.33 | 0.05 | $5.00 | 25.00 | 20 | 12.0 | 4148.000 | 0.33 | 2024-08-26 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.21 | 0.21 | -1.14 | 0.25 | 0.25 | 1.00 | 1.21 | 0.00 | $0.00 | 25.00 | 19 | 170.0 | 4148.000 | 0.21 | 2024-08-25 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.21 | 0.21 | -1.14 | 0.25 | 0.25 | 1.00 | 1.21 | 0.00 | $0.00 | 25.00 | 18 | 170.0 | 4148.000 | 0.21 | 2024-08-24 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.21 | 0.21 | -0.86 | 0.25 | 0.25 | 1.00 | 1.21 | 0.00 | $0.00 | 25.00 | 17 | 170.0 | 4148.000 | 0.21 | 2024-08-23 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.17 | 0.17 | -0.58 | 0.25 | 0.25 | 1.00 | 1.17 | 0.00 | $0.00 | 25.00 | 16 | 170.0 | 4058.000 | 0.17 | 2024-08-22 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.19 | 0.19 | -0.98 | 0.25 | 0.25 | 1.00 | 1.19 | 0.00 | $0.00 | 25.00 | 15 | 196.0 | 4020.000 | 0.19 | 2024-08-21 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.06 | 0.06 | -0.61 | 0.25 | 0.20 | 1.00 | 1.06 | -0.05 | $-5.00 | 25.00 | 14 | 5.0 | 4015.000 | 0.06 | 2024-08-20 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.12 | 0.12 | -1.20 | 0.25 | 0.20 | 1.00 | 1.12 | -0.05 | $-5.00 | 25.00 | 13 | 7.0 | 4015.000 | 0.12 | 2024-08-19 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.09 | -0.36 | $0.08 | 0.08 | -0.97 | 0.25 | 0.16 | 1.00 | 1.08 | -0.09 | $-9.00 | 25.00 | 12 | 9.0 | 4012.000 | 0.08 | 2024-08-18 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.09 | -0.36 | $0.08 | 0.08 | -0.97 | 0.25 | 0.16 | 1.00 | 1.08 | -0.09 | $-9.00 | 25.00 | 11 | 9.0 | 4012.000 | 0.08 | 2024-08-17 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.09 | -0.36 | $0.08 | 0.08 | -0.98 | 0.25 | 0.16 | 1.00 | 1.08 | -0.09 | $-9.00 | 25.00 | 10 | 9.0 | 4012.000 | 0.08 | 2024-08-16 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.09 | 0.09 | -0.86 | 0.25 | 0.25 | 1.00 | 1.09 | 0.00 | $0.00 | 25.00 | 9 | 17.0 | 4007.000 | 0.09 | 2024-08-15 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.04 | 0.04 | -0.42 | 0.25 | 0.20 | 1.00 | 1.04 | -0.05 | $-5.00 | 25.00 | 8 | 6.0 | 4012.000 | 0.04 | 2024-08-14 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $-0.05 | -0.20 | $0.05 | 0.05 | -0.88 | 0.25 | 0.20 | 1.00 | 1.05 | -0.05 | $-5.00 | 25.00 | 7 | 254.0 | 4038.000 | 0.05 | 2024-08-13 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.09 | 0.09 | -0.31 | 0.25 | 0.25 | 1.00 | 1.09 | 0.00 | $0.00 | 25.00 | 6 | 41.0 | 4030.000 | 0.09 | 2024-08-12 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $-0.01 | -0.01 | -0.28 | 0.25 | 0.25 | 1.00 | 0.99 | 0.00 | $0.00 | 25.00 | 3 | 2.0 | 4029.000 | -0.01 | 2024-08-09 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.03 | $-0.05 | -0.20 | $-0.01 | -0.01 | 1.09 | 0.25 | 0.20 | 1.00 | 0.99 | -0.05 | $-5.00 | 25.00 | 2 | 4.0 | 4026.000 | -0.01 | 2024-08-08 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.01 | 0.01 | 0.16 | 0.25 | 0.25 | 1.00 | 1.01 | 0.00 | $0.00 | 25.00 | 1 | 98.0 | 3942.000 | 0.01 | 2024-08-07 |
| ADAP240920C00001000 | ADAP | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 1.00 | 1.00 | 0.00 | $0.00 | 25.00 | 0 | 25.0 | 3917.000 | 0.00 | 2024-08-06 |