| 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 | AFRM240119C00052500 | 52.50 | 237.0 | 37.000 | 0.888 | 0.336 | 1.3 | 2.4 | 0.000 | 4.190 | 5.240 | 4.80 | 51.28 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.63 | 1.00 | $10.32 | 0.20 | 0.58 | 4.65 | 0.02 | 50.46 | 40.14 | 4.63 | $463.00 | 5046.00 | 30 | 33.0 | 1875.000 | 10.32 | 2024-01-18 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.63 | 1.00 | $9.45 | 0.19 | 0.48 | 4.65 | 0.02 | 50.46 | 41.01 | 4.63 | $463.00 | 5046.00 | 29 | 33.0 | 1875.000 | 9.45 | 2024-01-17 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.62 | 0.99 | $8.13 | 0.16 | 0.09 | 4.65 | 0.03 | 50.46 | 42.33 | 4.62 | $462.00 | 5046.00 | 28 | 4.0 | 1890.000 | 8.13 | 2024-01-16 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.62 | 0.99 | $8.67 | 0.17 | -0.12 | 4.65 | 0.03 | 50.46 | 41.79 | 4.62 | $462.00 | 5046.00 | 24 | 16.0 | 1886.000 | 8.67 | 2024-01-12 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.55 | 0.98 | $7.65 | 0.15 | -0.10 | 4.65 | 0.10 | 50.46 | 42.81 | 4.55 | $455.00 | 5046.00 | 23 | 240.0 | 1893.000 | 7.65 | 2024-01-11 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.36 | 0.94 | $6.90 | 0.14 | -0.07 | 4.65 | 0.29 | 50.46 | 43.56 | 4.36 | $436.00 | 5046.00 | 22 | 32.0 | 1906.000 | 6.90 | 2024-01-10 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.42 | 0.95 | $6.39 | 0.13 | -0.12 | 4.65 | 0.23 | 50.46 | 44.07 | 4.42 | $442.00 | 5046.00 | 21 | 381.0 | 2195.000 | 6.39 | 2024-01-09 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.17 | 0.90 | $5.12 | 0.10 | -0.08 | 4.65 | 0.48 | 50.46 | 45.34 | 4.17 | $417.00 | 5046.00 | 20 | 1636.0 | 3614.000 | 5.12 | 2024-01-08 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.34 | 0.93 | $7.45 | 0.15 | -0.02 | 4.65 | 0.31 | 50.46 | 43.01 | 4.34 | $434.00 | 5046.00 | 19 | 688.0 | 2963.000 | 7.45 | 2024-01-07 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.34 | 0.93 | $7.45 | 0.15 | -0.11 | 4.65 | 0.31 | 50.46 | 43.01 | 4.34 | $434.00 | 5046.00 | 17 | 688.0 | 2963.000 | 7.45 | 2024-01-05 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.24 | 0.91 | $7.96 | 0.16 | -0.61 | 4.65 | 0.41 | 50.46 | 42.50 | 4.24 | $424.00 | 5046.00 | 16 | 126.0 | 2963.000 | 7.96 | 2024-01-04 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $4.04 | 0.87 | $6.97 | 0.14 | -0.61 | 4.65 | 0.61 | 50.46 | 43.49 | 4.04 | $404.00 | 5046.00 | 15 | 2233.0 | 2900.000 | 6.97 | 2024-01-03 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $3.46 | 0.74 | $3.86 | 0.08 | -0.74 | 4.65 | 1.19 | 50.46 | 46.60 | 3.46 | $346.00 | 5046.00 | 14 | 98.0 | 1104.000 | 3.86 | 2024-01-02 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $2.16 | 0.46 | $1.32 | 0.03 | -0.04 | 4.65 | 2.49 | 50.46 | 49.14 | 2.16 | $216.00 | 5046.00 | 13 | 1015.0 | 331.000 | 1.32 | 2024-01-01 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $2.16 | 0.46 | $1.32 | 0.03 | -0.09 | 4.65 | 2.49 | 50.46 | 49.14 | 2.16 | $216.00 | 5046.00 | 11 | 1015.0 | 331.000 | 1.32 | 2023-12-30 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $2.16 | 0.46 | $1.32 | 0.03 | -0.12 | 4.65 | 2.49 | 50.46 | 49.14 | 2.16 | $216.00 | 5046.00 | 10 | 1015.0 | 331.000 | 1.32 | 2023-12-29 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.55 | 0.33 | $-0.93 | -0.02 | -0.10 | 4.65 | 3.10 | 50.46 | 51.39 | 1.55 | $155.00 | 5046.00 | 9 | 30.0 | 336.000 | -0.93 | 2023-12-28 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $0.90 | 0.19 | $-0.78 | -0.02 | -0.08 | 4.65 | 3.75 | 50.46 | 51.24 | 0.90 | $90.00 | 5046.00 | 8 | 118.0 | 325.000 | -0.78 | 2023-12-27 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.50 | 0.32 | $0.42 | 0.01 | -0.02 | 4.65 | 3.15 | 50.46 | 50.04 | 1.50 | $150.00 | 5046.00 | 7 | 7.0 | 322.000 | 0.42 | 2023-12-26 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.30 | 0.28 | $1.40 | 0.03 | 0.01 | 4.65 | 3.35 | 50.46 | 49.06 | 1.30 | $130.00 | 5046.00 | 6 | 35.0 | 317.000 | 1.40 | 2023-12-25 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.30 | 0.28 | $1.40 | 0.03 | -0.02 | 4.65 | 3.35 | 50.46 | 49.06 | 1.30 | $130.00 | 5046.00 | 4 | 35.0 | 317.000 | 1.40 | 2023-12-23 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.30 | 0.28 | $1.40 | 0.03 | -0.04 | 4.65 | 3.35 | 50.46 | 49.06 | 1.30 | $130.00 | 5046.00 | 3 | 35.0 | 317.000 | 1.40 | 2023-12-22 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $1.34 | 0.29 | $2.52 | 0.05 | 0.03 | 4.65 | 3.31 | 50.46 | 47.94 | 1.34 | $134.00 | 5046.00 | 2 | 110.0 | 297.000 | 2.52 | 2023-12-21 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | Exit OP PnL: $0.75;Exit EQ PnL: 0.03; Position is Short and position continued to lose. Latest OP price is: $5.40 (EQ: $50.43). Initial OP price was: $4.65 (EQ: $50.46). Surpassed Stop Loss Percentage: -0.1612903225806451612903225806 < -0.16. | $-0.30 | -0.06 | $-0.27 | -0.01 | 0.02 | 4.65 | 4.95 | 50.46 | 50.73 | -0.30 | $-30.00 | 5046.00 | 1 | 108.0 | 166.000 | -0.27 | 2023-12-20 |
| AFRM240119C00052500 | AFRM | CALL | Short | 52.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 4.65 | 4.65 | 50.46 | 50.46 | -0.00 | $-0.00 | 5046.00 | 0 | 256.0 | 37.000 | -0.00 | 2023-12-19 |