| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | APH | APH240719C00090000 | 90.00 | 10.0 | 133.000 | 0.715 | 0.683 | 1.0 | 21.8 | 0.280 | 1.170 | 22.000 | 44.00 | 68.69 | 2024-07-19 | CALL | Long | 0.098 | 0.683 | -0.487 |
| 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 | APH | 0.727 | 0.041 | 0.127 | 0.071 | 0.058 | -0.018 | 74.26 | 0.154 | 0.0000 | 47.23 | 75.35 | 21 | 1y | 69.92 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-2.84 | -0.04 | 1.96 | 44.00 | 0.05 | 68.69 | 65.85 | -43.95 | $-4395.00 | 4400.00 | 36 | 2.0 | 2.000 | -2.84 | 2024-07-18 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-4.49 | -0.07 | 1.62 | 44.00 | 0.05 | 68.69 | 64.20 | -43.95 | $-4395.00 | 4400.00 | 35 | 2.0 | 2.000 | -4.49 | 2024-07-17 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $1.72 | 0.03 | 0.84 | 44.00 | 0.05 | 68.69 | 70.41 | -43.95 | $-4395.00 | 4400.00 | 34 | 2.0 | 2.000 | 1.72 | 2024-07-16 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $1.02 | 0.01 | -0.22 | 44.00 | 0.05 | 68.69 | 69.71 | -43.95 | $-4395.00 | 4400.00 | 33 | 2.0 | 2.000 | 1.02 | 2024-07-15 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $1.20 | 0.02 | 0.41 | 44.00 | 0.05 | 68.69 | 69.89 | -43.95 | $-4395.00 | 4400.00 | 30 | 2.0 | 2.000 | 1.20 | 2024-07-12 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $0.83 | 0.01 | 0.71 | 44.00 | 0.05 | 68.69 | 69.52 | -43.95 | $-4395.00 | 4400.00 | 29 | 2.0 | 2.000 | 0.83 | 2024-07-11 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $1.28 | 0.02 | 0.50 | 44.00 | 0.05 | 68.69 | 69.97 | -43.95 | $-4395.00 | 4400.00 | 28 | 2.0 | 2.000 | 1.28 | 2024-07-10 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.07 | -0.00 | -0.46 | 44.00 | 0.05 | 68.69 | 68.62 | -43.95 | $-4395.00 | 4400.00 | 27 | 2.0 | 2.000 | -0.07 | 2024-07-09 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.70 | -0.01 | 0.59 | 44.00 | 0.05 | 68.69 | 67.99 | -43.95 | $-4395.00 | 4400.00 | 26 | 2.0 | 2.000 | -0.70 | 2024-07-08 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.68 | -0.01 | 0.18 | 44.00 | 0.05 | 68.69 | 68.01 | -43.95 | $-4395.00 | 4400.00 | 23 | 2.0 | 2.000 | -0.68 | 2024-07-05 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.90 | -0.01 | 0.43 | 44.00 | 0.05 | 68.69 | 67.79 | -43.95 | $-4395.00 | 4400.00 | 22 | 2.0 | 0.000 | -0.90 | 2024-07-04 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.90 | -0.01 | 0.39 | 44.00 | 0.05 | 68.69 | 67.79 | -43.95 | $-4395.00 | 4400.00 | 21 | 2.0 | 0.000 | -0.90 | 2024-07-03 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-1.13 | -0.02 | 0.37 | 44.00 | 0.05 | 68.69 | 67.56 | -43.95 | $-4395.00 | 4400.00 | 20 | 2.0 | 2.000 | -1.13 | 2024-07-02 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-1.18 | -0.02 | 0.22 | 44.00 | 0.05 | 68.69 | 67.51 | -43.95 | $-4395.00 | 4400.00 | 19 | 2.0 | 2.000 | -1.18 | 2024-07-01 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-1.33 | -0.02 | 0.16 | 44.00 | 0.05 | 68.69 | 67.36 | -43.95 | $-4395.00 | 4400.00 | 16 | 2.0 | 2.000 | -1.33 | 2024-06-28 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-1.20 | -0.02 | 0.02 | 44.00 | 0.05 | 68.69 | 67.49 | -43.95 | $-4395.00 | 4400.00 | 15 | 2.0 | 2.000 | -1.20 | 2024-06-27 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-0.76 | -0.01 | -0.02 | 44.00 | 0.05 | 68.69 | 67.93 | -43.95 | $-4395.00 | 4400.00 | 13 | 2.0 | 2.000 | -0.76 | 2024-06-25 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $-43.95 | -1.00 | $-1.41 | -0.02 | -0.01 | 44.00 | 0.05 | 68.69 | 67.28 | -43.95 | $-4395.00 | 4400.00 | 12 | 2.0 | 2.000 | -1.41 | 2024-06-24 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $0.00 | 0.00 | $1.03 | 0.01 | 0.01 | 44.00 | 44.00 | 68.69 | 69.72 | 0.00 | $0.00 | 4400.00 | 6 | 10.0 | 0.000 | 1.03 | 2024-06-18 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $0.00 | 0.00 | $0.48 | 0.01 | 0.02 | 44.00 | 44.00 | 68.69 | 69.17 | 0.00 | $0.00 | 4400.00 | 5 | 10.0 | 0.000 | 0.48 | 2024-06-17 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $-0.45 | -0.01 | 0.01 | 44.00 | 44.00 | 68.69 | 68.24 | 0.00 | $0.00 | 4400.00 | 2 | 10.0 | 0.000 | -0.45 | 2024-06-14 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $0.00 | 0.00 | $0.28 | 0.00 | -0.10 | 44.00 | 44.00 | 68.69 | 68.97 | 0.00 | $0.00 | 4400.00 | 1 | 10.0 | 0.000 | 0.28 | 2024-06-13 |
| APH240719C00090000 | APH | CALL | Long | 90.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 44.00 | 44.00 | 68.69 | 68.69 | 0.00 | $0.00 | 4400.00 | 0 | 10.0 | 133.000 | 0.00 | 2024-06-12 |