| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-09 | BGS | BGS240621C00009000 | 9.00 | 334.0 | 6.000 | 0.395 | 0.355 | 0.1 | 0.8 | 0.050 | 0.160 | 0.830 | 0.21 | 8.29 | 2024-06-21 | CALL | Long | 0.248 | 0.418 | -0.282 |
| 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 | BGS | 0.909 | 0.068 | 0.373 | 0.152 | 0.131 | -0.123 | 7.75 | -0.032 | 0.0000 | 6.21 | 11.91 | 21 | 1y | 7.75 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $-0.20 | -0.95 | $0.09 | 0.01 | 0.15 | 0.21 | 0.01 | 8.29 | 8.38 | -0.20 | $-20.00 | 21.00 | 40 | 10.0 | 678.000 | 0.09 | 2024-06-18 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $-0.16 | -0.76 | $0.06 | 0.01 | 0.23 | 0.21 | 0.05 | 8.29 | 8.35 | -0.16 | $-16.00 | 21.00 | 39 | 1.0 | 678.000 | 0.06 | 2024-06-17 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $-0.16 | -0.76 | $0.10 | 0.01 | 0.07 | 0.21 | 0.05 | 8.29 | 8.39 | -0.16 | $-16.00 | 21.00 | 36 | 53.0 | 683.000 | 0.10 | 2024-06-14 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $-0.03 | -0.14 | $0.55 | 0.07 | 0.10 | 0.21 | 0.18 | 8.29 | 8.84 | -0.03 | $-3.00 | 21.00 | 35 | 17.0 | 671.000 | 0.55 | 2024-06-13 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.44 | 2.10 | $1.03 | 0.12 | 0.12 | 0.21 | 0.65 | 8.29 | 9.32 | 0.44 | $44.00 | 21.00 | 34 | 11.0 | 671.000 | 1.03 | 2024-06-12 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.37 | 1.76 | $1.17 | 0.14 | 0.20 | 0.21 | 0.58 | 8.29 | 9.46 | 0.37 | $37.00 | 21.00 | 33 | 10.0 | 671.000 | 1.17 | 2024-06-11 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.24 | 1.14 | $1.01 | 0.12 | 0.11 | 0.21 | 0.45 | 8.29 | 9.30 | 0.24 | $24.00 | 21.00 | 32 | 5.0 | 666.000 | 1.01 | 2024-06-10 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.27 | 1.29 | $1.06 | 0.13 | 0.17 | 0.21 | 0.48 | 8.29 | 9.35 | 0.27 | $27.00 | 21.00 | 31 | 4.0 | 666.000 | 1.06 | 2024-06-09 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.27 | 1.29 | $1.06 | 0.13 | 0.29 | 0.21 | 0.48 | 8.29 | 9.35 | 0.27 | $27.00 | 21.00 | 29 | 4.0 | 666.000 | 1.06 | 2024-06-07 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.39 | 1.86 | $1.18 | 0.14 | 0.08 | 0.21 | 0.60 | 8.29 | 9.47 | 0.39 | $39.00 | 21.00 | 28 | 7.0 | 666.000 | 1.18 | 2024-06-06 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.46 | 2.19 | $1.19 | 0.14 | 0.05 | 0.21 | 0.67 | 8.29 | 9.48 | 0.46 | $46.00 | 21.00 | 27 | 1.0 | 665.000 | 1.19 | 2024-06-05 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.50 | 2.38 | $1.28 | 0.15 | 0.09 | 0.21 | 0.71 | 8.29 | 9.57 | 0.50 | $50.00 | 21.00 | 26 | 4.0 | 661.000 | 1.28 | 2024-06-04 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.49 | 2.33 | $1.30 | 0.16 | 0.14 | 0.21 | 0.70 | 8.29 | 9.59 | 0.49 | $49.00 | 21.00 | 25 | 4.0 | 661.000 | 1.30 | 2024-06-03 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.55 | 2.62 | $1.26 | 0.15 | 0.13 | 0.21 | 0.76 | 8.29 | 9.55 | 0.55 | $55.00 | 21.00 | 22 | 10.0 | 661.000 | 1.26 | 2024-05-31 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.34 | 1.62 | $0.90 | 0.11 | 0.10 | 0.21 | 0.55 | 8.29 | 9.19 | 0.34 | $34.00 | 21.00 | 21 | 10.0 | 671.000 | 0.90 | 2024-05-30 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.25 | 1.19 | $0.89 | 0.11 | 0.04 | 0.21 | 0.46 | 8.29 | 9.18 | 0.25 | $25.00 | 21.00 | 20 | 3.0 | 673.000 | 0.89 | 2024-05-29 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.49 | 2.33 | $1.19 | 0.14 | 0.10 | 0.21 | 0.70 | 8.29 | 9.48 | 0.49 | $49.00 | 21.00 | 19 | 5.0 | 673.000 | 1.19 | 2024-05-28 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.49 | 2.33 | $1.18 | 0.14 | 0.09 | 0.21 | 0.70 | 8.29 | 9.47 | 0.49 | $49.00 | 21.00 | 18 | 5.0 | 678.000 | 1.18 | 2024-05-27 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.49 | 2.33 | $1.18 | 0.14 | 0.07 | 0.21 | 0.70 | 8.29 | 9.47 | 0.49 | $49.00 | 21.00 | 15 | 5.0 | 678.000 | 1.18 | 2024-05-24 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.54 | 2.57 | $1.09 | 0.13 | 0.07 | 0.21 | 0.75 | 8.29 | 9.38 | 0.54 | $54.00 | 21.00 | 14 | 1.0 | 678.000 | 1.09 | 2024-05-23 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.54 | 2.57 | $1.25 | 0.15 | 0.05 | 0.21 | 0.75 | 8.29 | 9.54 | 0.54 | $54.00 | 21.00 | 13 | 1.0 | 678.000 | 1.25 | 2024-05-22 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.64 | 3.05 | $1.29 | 0.16 | 0.17 | 0.21 | 0.85 | 8.29 | 9.58 | 0.64 | $64.00 | 21.00 | 12 | 15.0 | 673.000 | 1.29 | 2024-05-21 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.69 | 3.29 | $1.43 | 0.17 | -0.40 | 0.21 | 0.90 | 8.29 | 9.72 | 0.69 | $69.00 | 21.00 | 11 | 123.0 | 0.000 | 1.43 | 2024-05-20 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.51 | 2.43 | $1.11 | 0.13 | 0.12 | 0.21 | 0.72 | 8.29 | 9.40 | 0.51 | $51.00 | 21.00 | 10 | 73.0 | 583.000 | 1.11 | 2024-05-19 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.51 | 2.43 | $1.11 | 0.13 | 0.12 | 0.21 | 0.72 | 8.29 | 9.40 | 0.51 | $51.00 | 21.00 | 9 | 73.0 | 583.000 | 1.11 | 2024-05-18 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.51 | 2.43 | $1.11 | 0.13 | 0.11 | 0.21 | 0.72 | 8.29 | 9.40 | 0.51 | $51.00 | 21.00 | 8 | 73.0 | 583.000 | 1.11 | 2024-05-17 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.30 | 1.43 | $0.76 | 0.09 | 0.01 | 0.21 | 0.51 | 8.29 | 9.05 | 0.30 | $30.00 | 21.00 | 6 | 109.0 | 584.000 | 0.76 | 2024-05-15 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.04 | 0.19 | $0.25 | 0.03 | 0.04 | 0.21 | 0.25 | 8.29 | 8.54 | 0.04 | $4.00 | 21.00 | 5 | 149.0 | 556.000 | 0.25 | 2024-05-14 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.06 | 0.29 | $0.28 | 0.03 | 0.02 | 0.21 | 0.27 | 8.29 | 8.57 | 0.06 | $6.00 | 21.00 | 4 | 491.0 | 331.000 | 0.28 | 2024-05-13 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.11; Exit EQ PnL: -0.28 | $-0.11 | -0.52 | $-0.28 | -0.03 | -0.27 | 0.21 | 0.10 | 8.29 | 8.01 | -0.11 | $-11.00 | 21.00 | 3 | 68.0 | 331.000 | -0.28 | 2024-05-12 |
| BGS240621C00009000 | BGS | CALL | Long | 9.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.21 | 0.21 | 8.29 | 8.29 | 0.00 | $0.00 | 21.00 | 0 | 334.0 | 6.000 | 0.00 | 2024-05-09 |