| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-17 | AUR | AUR240816C00004000 | 4.00 | 93.0 | 198.000 | 1.289 | 0.446 | 0.3 | 0.2 | 0.010 | 0.770 | 0.570 | 0.65 | 4.18 | 2024-08-16 | CALL | Long | 0.443 | 0.465 | -0.124 |
| 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 | AUR | 0.636 | 0.182 | 0.344 | 0.255 | 0.295 | -0.050 | 8.06 | 0.000 | 0.0000 | 2.12 | 8.06 | 21 | 1y | 5.85 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.65 | -0.93 | $-0.63 | -0.15 | -0.44 | 0.70 | 0.05 | 4.32 | 3.69 | -0.65 | $-65.00 | 70.00 | 29 | 1.0 | 4087.000 | -0.63 | 2024-08-15 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.65 | -0.93 | $-0.94 | -0.22 | -0.02 | 0.70 | 0.05 | 4.32 | 3.38 | -0.65 | $-65.00 | 70.00 | 28 | 1.0 | 4086.000 | -0.94 | 2024-08-14 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.67 | -0.96 | $-0.71 | -0.16 | -0.61 | 0.70 | 0.03 | 4.32 | 3.61 | -0.67 | $-67.00 | 70.00 | 27 | 30.0 | 4096.000 | -0.71 | 2024-08-13 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.65 | -0.93 | $-0.80 | -0.19 | -0.58 | 0.70 | 0.05 | 4.32 | 3.52 | -0.65 | $-65.00 | 70.00 | 26 | 37.0 | 4092.000 | -0.80 | 2024-08-12 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.66 | -0.94 | $-0.81 | -0.19 | -0.77 | 0.70 | 0.04 | 4.32 | 3.51 | -0.66 | $-66.00 | 70.00 | 23 | 3786.0 | 673.000 | -0.81 | 2024-08-09 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.60 | -0.86 | $-0.79 | -0.18 | -0.36 | 0.70 | 0.10 | 4.32 | 3.53 | -0.60 | $-60.00 | 70.00 | 22 | 143.0 | 669.000 | -0.79 | 2024-08-08 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.64 | -0.91 | $-1.01 | -0.23 | -0.43 | 0.70 | 0.06 | 4.32 | 3.31 | -0.64 | $-64.00 | 70.00 | 21 | 40.0 | 654.000 | -1.01 | 2024-08-07 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.59 | -0.84 | $-0.80 | -0.19 | -0.46 | 0.70 | 0.11 | 4.32 | 3.52 | -0.59 | $-59.00 | 70.00 | 20 | 20.0 | 641.000 | -0.80 | 2024-08-06 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.15 | -0.21 | $-0.06 | -0.01 | -1.52 | 0.70 | 0.55 | 4.32 | 4.26 | -0.15 | $-15.00 | 70.00 | 12 | 95.0 | 328.000 | -0.06 | 2024-07-29 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.10 | -0.14 | $-0.09 | -0.02 | -0.46 | 0.70 | 0.60 | 4.32 | 4.23 | -0.10 | $-10.00 | 70.00 | 9 | 45.0 | 253.000 | -0.09 | 2024-07-26 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.15 | -0.21 | $-0.16 | -0.04 | -0.50 | 0.70 | 0.55 | 4.32 | 4.16 | -0.15 | $-15.00 | 70.00 | 8 | 21.0 | 258.000 | -0.16 | 2024-07-25 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.05 | -0.07 | $-0.18 | -0.04 | -0.49 | 0.70 | 0.65 | 4.32 | 4.14 | -0.05 | $-5.00 | 70.00 | 7 | 17.0 | 258.000 | -0.18 | 2024-07-24 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.05 | -0.07 | $0.09 | 0.02 | -0.58 | 0.70 | 0.65 | 4.32 | 4.41 | -0.05 | $-5.00 | 70.00 | 6 | 17.0 | 259.000 | 0.09 | 2024-07-23 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $-0.15 | -0.21 | $-0.12 | -0.03 | -0.62 | 0.70 | 0.55 | 4.32 | 4.20 | -0.15 | $-15.00 | 70.00 | 5 | 11.0 | 268.000 | -0.12 | 2024-07-22 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $0.00 | 0.00 | $-0.09 | -0.02 | -0.43 | 0.70 | 0.70 | 4.32 | 4.23 | 0.00 | $0.00 | 70.00 | 2 | 29.0 | 251.000 | -0.09 | 2024-07-19 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.20; Exit EQ PnL: -0.14 | $-0.05 | -0.07 | $-0.03 | -0.01 | -0.54 | 0.70 | 0.65 | 4.32 | 4.29 | -0.05 | $-5.00 | 70.00 | 1 | 82.0 | 230.000 | -0.03 | 2024-07-18 |
| AUR240816C00004000 | AUR | CALL | Long | 4.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.70 | 0.70 | 4.32 | 4.32 | 0.00 | $0.00 | 70.00 | 0 | 114.0 | 198.000 | 0.00 | 2024-07-17 |