| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-19 | AFRM | AFRM240119C00050000 | 50.00 | 3396.0 | 9494.000 | 0.882 | 0.329 | 2.0 | 1.4 | 0.000 | 4.830 | 4.210 | 5.50 | 50.46 | 2024-01-19 | CALL | Short | 0.473 | 0.492 | 0.155 |
| 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 | AFRM | 0.727 | 0.141 | 0.318 | 0.220 | 0.160 | -0.123 | 70.89 | -0.223 | 0.0000 | 24.12 | 72.86 | 21 | 1y | 47.04 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.49 | 1.00 | $10.32 | 0.20 | 0.24 | 5.50 | 0.01 | 50.46 | 40.14 | 5.49 | $549.00 | 5046.00 | 30 | 30.0 | 11196.000 | 10.32 | 2024-01-18 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.48 | 1.00 | $9.45 | 0.19 | 0.29 | 5.50 | 0.02 | 50.46 | 41.01 | 5.48 | $548.00 | 5046.00 | 29 | 330.0 | 11218.000 | 9.45 | 2024-01-17 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.46 | 0.99 | $9.18 | 0.18 | 0.06 | 5.50 | 0.04 | 50.46 | 41.28 | 5.46 | $546.00 | 5046.00 | 28 | 62.0 | 11577.000 | 9.18 | 2024-01-16 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.43 | 0.99 | $8.67 | 0.17 | -0.19 | 5.50 | 0.07 | 50.46 | 41.79 | 5.43 | $543.00 | 5046.00 | 24 | 942.0 | 11826.000 | 8.67 | 2024-01-12 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.30 | 0.96 | $7.65 | 0.15 | -0.16 | 5.50 | 0.20 | 50.46 | 42.81 | 5.30 | $530.00 | 5046.00 | 23 | 2263.0 | 12191.000 | 7.65 | 2024-01-11 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.07 | 0.92 | $6.90 | 0.14 | -0.12 | 5.50 | 0.43 | 50.46 | 43.56 | 5.07 | $507.00 | 5046.00 | 22 | 888.0 | 11867.000 | 6.90 | 2024-01-10 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $5.04 | 0.92 | $6.39 | 0.13 | -0.16 | 5.50 | 0.46 | 50.46 | 44.07 | 5.04 | $504.00 | 5046.00 | 21 | 3072.0 | 10779.000 | 6.39 | 2024-01-09 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $4.68 | 0.85 | $5.12 | 0.10 | -0.12 | 5.50 | 0.82 | 50.46 | 45.34 | 4.68 | $468.00 | 5046.00 | 20 | 1613.0 | 10689.000 | 5.12 | 2024-01-08 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $4.93 | 0.90 | $7.45 | 0.15 | -0.15 | 5.50 | 0.57 | 50.46 | 43.01 | 4.93 | $493.00 | 5046.00 | 17 | 1143.0 | 10041.000 | 7.45 | 2024-01-05 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $4.88 | 0.89 | $7.96 | 0.16 | -0.63 | 5.50 | 0.62 | 50.46 | 42.50 | 4.88 | $488.00 | 5046.00 | 16 | 1077.0 | 10041.000 | 7.96 | 2024-01-04 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $4.58 | 0.83 | $6.97 | 0.14 | -0.76 | 5.50 | 0.92 | 50.46 | 43.49 | 4.58 | $458.00 | 5046.00 | 15 | 1126.0 | 10048.000 | 6.97 | 2024-01-03 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $3.66 | 0.67 | $3.86 | 0.08 | -0.82 | 5.50 | 1.84 | 50.46 | 46.60 | 3.66 | $366.00 | 5046.00 | 14 | 1276.0 | 10011.000 | 3.86 | 2024-01-02 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $2.30 | 0.42 | $1.32 | 0.03 | -0.07 | 5.50 | 3.20 | 50.46 | 49.14 | 2.30 | $230.00 | 5046.00 | 13 | 676.0 | 9824.000 | 1.32 | 2024-01-01 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $2.30 | 0.42 | $1.32 | 0.03 | -0.11 | 5.50 | 3.20 | 50.46 | 49.14 | 2.30 | $230.00 | 5046.00 | 11 | 676.0 | 9824.000 | 1.32 | 2023-12-30 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $2.30 | 0.42 | $1.32 | 0.03 | -0.15 | 5.50 | 3.20 | 50.46 | 49.14 | 2.30 | $230.00 | 5046.00 | 10 | 676.0 | 9824.000 | 1.32 | 2023-12-29 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $1.05 | 0.19 | $-0.93 | -0.02 | -0.12 | 5.50 | 4.45 | 50.46 | 51.39 | 1.05 | $105.00 | 5046.00 | 9 | 448.0 | 9711.000 | -0.93 | 2023-12-28 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $0.90 | 0.16 | $-0.78 | -0.02 | -0.10 | 5.50 | 4.60 | 50.46 | 51.24 | 0.90 | $90.00 | 5046.00 | 8 | 492.0 | 9686.000 | -0.78 | 2023-12-27 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $1.08 | 0.20 | $0.42 | 0.01 | -0.04 | 5.50 | 4.42 | 50.46 | 50.04 | 1.08 | $108.00 | 5046.00 | 7 | 564.0 | 9543.000 | 0.42 | 2023-12-26 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $1.35 | 0.25 | $1.40 | 0.03 | -0.01 | 5.50 | 4.15 | 50.46 | 49.06 | 1.35 | $135.00 | 5046.00 | 6 | 1086.0 | 9365.000 | 1.40 | 2023-12-25 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $1.35 | 0.25 | $1.40 | 0.03 | -0.04 | 5.50 | 4.15 | 50.46 | 49.06 | 1.35 | $135.00 | 5046.00 | 4 | 1086.0 | 9365.000 | 1.40 | 2023-12-23 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $1.40 | 0.25 | $1.40 | 0.03 | -0.07 | 5.50 | 4.10 | 50.46 | 49.06 | 1.40 | $140.00 | 5046.00 | 3 | 1065.0 | 9365.000 | 1.40 | 2023-12-22 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.60 | 0.29 | $2.52 | 0.05 | 0.00 | 5.50 | 3.90 | 50.46 | 47.94 | 1.60 | $160.00 | 5046.00 | 2 | 945.0 | 9178.000 | 2.52 | 2023-12-21 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $-0.00 | -0.00 | $-0.27 | -0.01 | 0.00 | 5.50 | 5.50 | 50.46 | 50.73 | -0.00 | $-0.00 | 5046.00 | 1 | 887.0 | 9269.000 | -0.27 | 2023-12-20 |
| AFRM240119C00050000 | AFRM | CALL | Short | 50.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 5.50 | 5.50 | 50.46 | 50.46 | -0.00 | $-0.00 | 5046.00 | 0 | 3396.0 | 9494.000 | -0.00 | 2023-12-19 |