| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-24 | BB | BB240223C00003000 | 3.00 | 614.0 | 1.000 | 0.605 | 0.266 | 0.1 | 0.1 | 0.010 | 0.150 | 0.210 | 0.18 | 2.93 | 2024-02-23 | CALL | Long | 0.242 | 0.310 | -0.175 |
| 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 | BB | 0.727 | 0.098 | 0.227 | 0.161 | 0.221 | 0.123 | 3.17 | -0.152 | 0.0000 | 2.11 | 4.21 | 21 | 1y | 2.39 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.17 | -0.94 | $-0.28 | -0.10 | 0.40 | 0.18 | 0.01 | 2.93 | 2.65 | -0.17 | $-17.00 | 18.00 | 29 | 32.0 | 6180.000 | -0.28 | 2024-02-22 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.17 | -0.94 | $-0.22 | -0.08 | 0.14 | 0.18 | 0.01 | 2.93 | 2.71 | -0.17 | $-17.00 | 18.00 | 28 | 44.0 | 6197.000 | -0.22 | 2024-02-21 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.17 | -0.94 | $-0.24 | -0.08 | 0.08 | 0.18 | 0.01 | 2.93 | 2.69 | -0.17 | $-17.00 | 18.00 | 27 | 3737.0 | 4085.000 | -0.24 | 2024-02-20 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.15 | -0.83 | $-0.14 | -0.05 | 0.18 | 0.18 | 0.03 | 2.93 | 2.79 | -0.15 | $-15.00 | 18.00 | 26 | 319.0 | 4014.000 | -0.14 | 2024-02-19 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.12 | -0.67 | $-0.13 | -0.04 | -0.09 | 0.18 | 0.06 | 2.93 | 2.80 | -0.12 | $-12.00 | 18.00 | 16 | 149.0 | 2917.000 | -0.13 | 2024-02-09 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.11 | -0.61 | $-0.14 | -0.05 | -0.01 | 0.18 | 0.07 | 2.93 | 2.79 | -0.11 | $-11.00 | 18.00 | 15 | 217.0 | 2905.000 | -0.14 | 2024-02-08 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.14 | -0.78 | $-0.19 | -0.06 | -0.08 | 0.18 | 0.04 | 2.93 | 2.74 | -0.14 | $-14.00 | 18.00 | 14 | 213.0 | 2813.000 | -0.19 | 2024-02-07 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.14 | -0.78 | $-0.19 | -0.06 | -0.07 | 0.18 | 0.04 | 2.93 | 2.74 | -0.14 | $-14.00 | 18.00 | 13 | 167.0 | 2807.000 | -0.19 | 2024-02-06 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.16 | -0.89 | $-0.27 | -0.09 | -0.36 | 0.18 | 0.02 | 2.93 | 2.66 | -0.16 | $-16.00 | 18.00 | 12 | 54.0 | 2807.000 | -0.27 | 2024-02-05 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.12 | -0.67 | $-0.22 | -0.08 | -0.48 | 0.18 | 0.06 | 2.93 | 2.71 | -0.12 | $-12.00 | 18.00 | 11 | 187.0 | 2774.000 | -0.22 | 2024-02-04 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.13 | -0.72 | $-0.22 | -0.08 | -0.10 | 0.18 | 0.05 | 2.93 | 2.71 | -0.13 | $-13.00 | 18.00 | 9 | 186.0 | 2714.000 | -0.22 | 2024-02-02 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.12 | -0.67 | $-0.16 | -0.05 | -0.07 | 0.18 | 0.06 | 2.93 | 2.77 | -0.12 | $-12.00 | 18.00 | 8 | 30.0 | 2692.000 | -0.16 | 2024-02-01 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.08 | -0.44 | $-0.14 | -0.05 | 0.00 | 0.18 | 0.10 | 2.93 | 2.79 | -0.08 | $-8.00 | 18.00 | 7 | 63.0 | 2651.000 | -0.14 | 2024-01-31 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.11 | -0.61 | $-0.07 | -0.02 | -0.04 | 0.18 | 0.07 | 2.93 | 2.86 | -0.11 | $-11.00 | 18.00 | 6 | 42.0 | 2638.000 | -0.07 | 2024-01-30 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.05 | 0.02 | -0.09 | 0.18 | 0.18 | 2.93 | 2.98 | 0.00 | $0.00 | 18.00 | 5 | 40.0 | 2607.000 | 0.05 | 2024-01-29 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.04 | -0.22 | $-0.01 | -0.00 | -0.02 | 0.18 | 0.14 | 2.93 | 2.92 | -0.04 | $-4.00 | 18.00 | 4 | 2814.0 | 628.000 | -0.01 | 2024-01-28 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.04 | -0.22 | $-0.01 | -0.00 | -0.04 | 0.18 | 0.14 | 2.93 | 2.92 | -0.04 | $-4.00 | 18.00 | 3 | 2814.0 | 628.000 | -0.01 | 2024-01-27 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $-0.04 | -0.22 | $-0.03 | -0.01 | -0.04 | 0.18 | 0.14 | 2.93 | 2.90 | -0.04 | $-4.00 | 18.00 | 2 | 2814.0 | 628.000 | -0.03 | 2024-01-26 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | Exit OP PnL: $-0.03;Exit EQ PnL: 0.00; Position is Long and position continued to lose. Latest OP price is: $0.15 (EQ: $2.93). Initial OP price was: $0.18 (EQ: $2.93). Surpassed Stop Loss Percentage: -0.1666666666666666666666666667 < -0.16. | $0.01 | 0.06 | $0.04 | 0.01 | 0.02 | 0.18 | 0.19 | 2.93 | 2.97 | 0.01 | $1.00 | 18.00 | 1 | 137.0 | 610.000 | 0.04 | 2024-01-25 |
| BB240223C00003000 | BB | CALL | Long | 3.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.18 | 0.18 | 2.93 | 2.93 | 0.00 | $0.00 | 18.00 | 0 | 614.0 | 1.000 | 0.00 | 2024-01-24 |