| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-28 | ANF | ANF240927C00135000 | 135.00 | 26.0 | 10.000 | 0.528 | 0.263 | 5.8 | 2.0 | 0.010 | 9.290 | 5.460 | 8.21 | 138.41 | 2024-09-27 | CALL | Long | 0.255 | 0.315 | -0.169 |
| 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 | ANF | 0.818 | 0.105 | 0.254 | 0.160 | 0.185 | 0.066 | 152.74 | 0.077 | 0.0000 | 86.67 | 192.34 | 21 | 1y | 142.22 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-5.55 | -0.68 | $-0.48 | -0.00 | -0.53 | 8.21 | 2.66 | 138.41 | 137.93 | -5.55 | $-555.00 | 821.00 | 29 | 6.0 | 60.000 | -0.48 | 2024-09-26 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-4.96 | -0.60 | $-0.68 | -0.00 | -0.18 | 8.21 | 3.25 | 138.41 | 137.73 | -4.96 | $-496.00 | 821.00 | 28 | 10.0 | 56.000 | -0.68 | 2024-09-25 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-1.01 | -0.12 | $3.67 | 0.03 | 0.10 | 8.21 | 7.20 | 138.41 | 142.08 | -1.01 | $-101.00 | 821.00 | 27 | 12.0 | 51.000 | 3.67 | 2024-09-24 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-2.71 | -0.33 | $2.24 | 0.02 | -0.02 | 8.21 | 5.50 | 138.41 | 140.65 | -2.71 | $-271.00 | 821.00 | 26 | 19.0 | 51.000 | 2.24 | 2024-09-23 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $0.19 | 0.02 | $3.39 | 0.02 | -0.53 | 8.21 | 8.40 | 138.41 | 141.80 | 0.19 | $19.00 | 821.00 | 25 | 23.0 | 0.000 | 3.39 | 2024-09-22 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $0.19 | 0.02 | $3.38 | 0.02 | -0.12 | 8.21 | 8.40 | 138.41 | 141.79 | 0.19 | $19.00 | 821.00 | 23 | 23.0 | 58.000 | 3.38 | 2024-09-20 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-1.51 | -0.18 | $0.92 | 0.01 | 0.03 | 8.21 | 6.70 | 138.41 | 139.33 | -1.51 | $-151.00 | 821.00 | 22 | 5.0 | 59.000 | 0.92 | 2024-09-19 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-2.96 | -0.36 | $-2.95 | -0.02 | -0.02 | 8.21 | 5.25 | 138.41 | 135.46 | -2.96 | $-296.00 | 821.00 | 21 | 33.0 | 71.000 | -2.95 | 2024-09-18 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-4.41 | -0.54 | $-4.51 | -0.03 | -0.06 | 8.21 | 3.80 | 138.41 | 133.90 | -4.41 | $-441.00 | 821.00 | 20 | 16.0 | 63.000 | -4.51 | 2024-09-17 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-3.46 | -0.42 | $-3.90 | -0.03 | -0.04 | 8.21 | 4.75 | 138.41 | 134.51 | -3.46 | $-346.00 | 821.00 | 19 | 14.0 | 55.000 | -3.90 | 2024-09-16 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $1.94 | 0.24 | $3.78 | 0.03 | -0.02 | 8.21 | 10.15 | 138.41 | 142.19 | 1.94 | $194.00 | 821.00 | 17 | 19.0 | 55.000 | 3.78 | 2024-09-14 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $1.94 | 0.24 | $3.78 | 0.03 | -0.01 | 8.21 | 10.15 | 138.41 | 142.19 | 1.94 | $194.00 | 821.00 | 16 | 19.0 | 55.000 | 3.78 | 2024-09-13 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-1.68 | -0.20 | $-0.87 | -0.01 | -0.06 | 8.21 | 6.53 | 138.41 | 137.54 | -1.68 | $-168.00 | 821.00 | 15 | 6.0 | 61.000 | -0.87 | 2024-09-12 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-5.34 | -0.65 | $-6.89 | -0.05 | -0.12 | 8.21 | 2.87 | 138.41 | 131.52 | -5.34 | $-534.00 | 821.00 | 14 | 9.0 | 62.000 | -6.89 | 2024-09-11 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-4.91 | -0.60 | $-8.55 | -0.06 | -0.04 | 8.21 | 3.30 | 138.41 | 129.86 | -4.91 | $-491.00 | 821.00 | 13 | 18.0 | 56.000 | -8.55 | 2024-09-10 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-2.91 | -0.35 | $-5.15 | -0.04 | -0.03 | 8.21 | 5.30 | 138.41 | 133.26 | -2.91 | $-291.00 | 821.00 | 12 | 3.0 | 54.000 | -5.15 | 2024-09-09 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-3.21 | -0.39 | $-7.48 | -0.05 | 0.01 | 8.21 | 5.00 | 138.41 | 130.93 | -3.21 | $-321.00 | 821.00 | 11 | 51.0 | 51.000 | -7.48 | 2024-09-08 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $-3.21 | -0.39 | $-7.42 | -0.05 | -0.02 | 8.21 | 5.00 | 138.41 | 130.99 | -3.21 | $-321.00 | 821.00 | 9 | 51.0 | 51.000 | -7.42 | 2024-09-06 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $0.19 | 0.02 | $-0.54 | -0.00 | 0.01 | 8.21 | 8.40 | 138.41 | 137.87 | 0.19 | $19.00 | 821.00 | 8 | 11.0 | 56.000 | -0.54 | 2024-09-05 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $3.89 | 0.47 | $1.25 | 0.01 | -0.02 | 8.21 | 12.10 | 138.41 | 139.66 | 3.89 | $389.00 | 821.00 | 7 | 8.0 | 51.000 | 1.25 | 2024-09-04 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $4.30 | 0.52 | $9.16 | 0.07 | 0.02 | 8.21 | 12.51 | 138.41 | 147.57 | 4.30 | $430.00 | 821.00 | 3 | 22.0 | 51.000 | 9.16 | 2024-08-31 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $4.30 | 0.52 | $9.15 | 0.07 | 0.04 | 8.21 | 12.51 | 138.41 | 147.56 | 4.30 | $430.00 | 821.00 | 2 | 22.0 | 51.000 | 9.15 | 2024-08-30 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $4.30 | 0.52 | $3.81 | 0.03 | -0.00 | 8.21 | 12.51 | 138.41 | 142.22 | 4.30 | $430.00 | 821.00 | 1 | 22.0 | 30.000 | 3.81 | 2024-08-29 |
| ANF240927C00135000 | ANF | CALL | Long | 135.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 8.21 | 8.21 | 138.41 | 138.41 | 0.00 | $0.00 | 821.00 | 0 | 26.0 | 10.000 | 0.00 | 2024-08-28 |