| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-09 | ATRA | ATRA231215C00002500 | 2.50 | 198.0 | 6023.000 | 4.813 | 1.657 | 0.0 | 2.3 | 1.010 | 0.010 | 2.260 | 0.05 | 0.24 | 2023-12-15 | CALL | Long | 0.408 | 1.672 | -0.802 |
| 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 | ATRA | 0.727 | 0.176 | 0.575 | 0.313 | 0.191 | -0.204 | 10.35 | -32.209 | 0.0000 | 6.81 | 30.50 | 21 | 1y | 10.24 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $-0.04 | -0.80 | $0.44 | 1.83 | 10.62 | 0.05 | 0.01 | 0.24 | 0.68 | -0.04 | $-4.00 | 5.00 | 35 | 1.0 | 5890.000 | 0.44 | 2023-12-14 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.44 | 1.83 | 8.62 | 0.05 | 0.05 | 0.24 | 0.68 | 0.00 | $0.00 | 5.00 | 34 | 1.0 | 5890.000 | 0.44 | 2023-12-13 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.41 | 1.71 | 7.62 | 0.05 | 0.05 | 0.24 | 0.65 | 0.00 | $0.00 | 5.00 | 33 | 1.0 | 0.000 | 0.41 | 2023-12-12 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | OUTLIERSPNLMANUALTRIGGER - 2 days without movement, exiting position. | $0.00 | 0.00 | $0.42 | 1.75 | 7.50 | 0.05 | 0.05 | 0.24 | 0.66 | 0.00 | $0.00 | 5.00 | 32 | 1.0 | 5889.000 | 0.42 | 2023-12-11 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.43 | 1.79 | 5.12 | 0.05 | 0.05 | 0.24 | 0.67 | 0.00 | $0.00 | 5.00 | 29 | 5.0 | 5889.000 | 0.43 | 2023-12-08 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.45 | 1.88 | 5.00 | 0.05 | 0.05 | 0.24 | 0.69 | 0.00 | $0.00 | 5.00 | 28 | 5.0 | 5889.000 | 0.45 | 2023-12-07 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.42 | 1.75 | 4.62 | 0.05 | 0.05 | 0.24 | 0.66 | 0.00 | $0.00 | 5.00 | 27 | 0.0 | 5889.000 | 0.42 | 2023-12-06 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.39 | 1.62 | 4.50 | 0.05 | 0.05 | 0.24 | 0.63 | 0.00 | $0.00 | 5.00 | 26 | 0.0 | 5885.000 | 0.39 | 2023-12-05 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.46 | 1.92 | 4.00 | 0.05 | 0.05 | 0.24 | 0.70 | 0.00 | $0.00 | 5.00 | 25 | 0.0 | 5885.000 | 0.46 | 2023-12-04 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.41 | 1.71 | 4.00 | 0.05 | 0.05 | 0.24 | 0.65 | 0.00 | $0.00 | 5.00 | 24 | 0.0 | 5885.000 | 0.41 | 2023-12-03 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.41 | 1.71 | 3.88 | 0.05 | 0.05 | 0.24 | 0.65 | 0.00 | $0.00 | 5.00 | 23 | 0.0 | 5885.000 | 0.41 | 2023-12-02 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.41 | 1.71 | 3.75 | 0.05 | 0.05 | 0.24 | 0.65 | 0.00 | $0.00 | 5.00 | 22 | 0.0 | 5885.000 | 0.41 | 2023-12-01 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.42 | 1.75 | 3.56 | 0.05 | 0.05 | 0.24 | 0.66 | 0.00 | $0.00 | 5.00 | 21 | 0.0 | 5882.000 | 0.42 | 2023-11-30 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.45 | 1.88 | 3.38 | 0.05 | 0.05 | 0.24 | 0.69 | 0.00 | $0.00 | 5.00 | 20 | 0.0 | 5882.000 | 0.45 | 2023-11-29 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.37 | 1.54 | 3.50 | 0.05 | 0.05 | 0.24 | 0.61 | 0.00 | $0.00 | 5.00 | 19 | 0.0 | 5882.000 | 0.37 | 2023-11-28 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.38 | 1.58 | 3.44 | 0.05 | 0.05 | 0.24 | 0.62 | 0.00 | $0.00 | 5.00 | 18 | 0.0 | 5882.000 | 0.38 | 2023-11-27 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.41 | 1.71 | 3.06 | 0.05 | 0.05 | 0.24 | 0.65 | 0.00 | $0.00 | 5.00 | 15 | 0.0 | 0.000 | 0.41 | 2023-11-24 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.33 | 1.38 | 0.00 | 0.05 | 0.05 | 0.24 | 0.57 | 0.00 | $0.00 | 5.00 | 14 | 0.0 | 0.000 | 0.33 | 2023-11-23 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 1.12 | 0.00 | 0.05 | 0.05 | 0.24 | 0.51 | 0.00 | $0.00 | 5.00 | 13 | 0.0 | 5875.000 | 0.27 | 2023-11-22 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 1.12 | 3.44 | 0.05 | 0.05 | 0.24 | 0.51 | 0.00 | $0.00 | 5.00 | 12 | 0.0 | 5875.000 | 0.27 | 2023-11-21 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.32 | 1.33 | 3.12 | 0.05 | 0.05 | 0.24 | 0.56 | 0.00 | $0.00 | 5.00 | 11 | 0.0 | 5875.000 | 0.32 | 2023-11-20 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 1.12 | 3.19 | 0.05 | 0.05 | 0.24 | 0.51 | 0.00 | $0.00 | 5.00 | 10 | 0.0 | 5931.000 | 0.27 | 2023-11-19 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.27 | 1.12 | 3.12 | 0.05 | 0.05 | 0.24 | 0.51 | 0.00 | $0.00 | 5.00 | 8 | 0.0 | 5931.000 | 0.27 | 2023-11-17 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.24 | 1.00 | 3.19 | 0.05 | 0.05 | 0.24 | 0.48 | 0.00 | $0.00 | 5.00 | 7 | 0.0 | 5911.000 | 0.24 | 2023-11-16 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.14 | 0.58 | 0.00 | 0.05 | 0.05 | 0.24 | 0.38 | 0.00 | $0.00 | 5.00 | 6 | 0.0 | 5907.000 | 0.14 | 2023-11-15 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $-0.03 | -0.60 | $0.11 | 0.46 | 3.81 | 0.05 | 0.02 | 0.24 | 0.35 | -0.03 | $-3.00 | 5.00 | 5 | 0.0 | 5996.000 | 0.11 | 2023-11-14 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $-0.04 | -0.80 | $0.02 | 0.08 | 4.38 | 0.05 | 0.01 | 0.24 | 0.26 | -0.04 | $-4.00 | 5.00 | 4 | 0.0 | 5996.000 | 0.02 | 2023-11-13 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $-0.04 | -0.80 | $-0.01 | -0.04 | 4.62 | 0.05 | 0.01 | 0.24 | 0.23 | -0.04 | $-4.00 | 5.00 | 1 | 0.0 | 6030.000 | -0.01 | 2023-11-10 |
| ATRA231215C00002500 | ATRA | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.24 | 0.24 | 0.00 | $0.00 | 5.00 | 0 | 0.0 | 0.000 | 0.00 | 2023-11-09 |