| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-07-24 | BHC | BHC240823C00006500 | 6.50 | 3.0 | 26.000 | 0.031 | 0.253 | 0.1 | 0.3 | 0.010 | 0.000 | 0.220 | 1.22 | 6.25 | 2024-08-23 | CALL | Long | 0.189 | 0.325 | -0.232 |
| 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 | BHC | 1.000 | 0.074 | 0.306 | 0.134 | 0.148 | -0.025 | 7.68 | -0.068 | 0.0000 | 5.22 | 10.61 | 21 | 1y | 8.76 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.05 | -0.01 | -0.53 | 1.22 | 0.02 | 5.82 | 5.77 | -1.20 | $-120.00 | 122.00 | 29 | 6.0 | 232.000 | -0.05 | 2024-08-22 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $0.01 | 0.00 | -0.76 | 1.22 | 0.02 | 5.82 | 5.83 | -1.20 | $-120.00 | 122.00 | 28 | 6.0 | 232.000 | 0.01 | 2024-08-21 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $0.01 | 0.00 | -0.86 | 1.22 | 0.02 | 5.82 | 5.83 | -1.20 | $-120.00 | 122.00 | 27 | 6.0 | 232.000 | 0.01 | 2024-08-20 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.08 | -0.01 | -0.86 | 1.22 | 0.02 | 5.82 | 5.74 | -1.20 | $-120.00 | 122.00 | 26 | 6.0 | 232.000 | -0.08 | 2024-08-19 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.09 | -0.02 | -0.86 | 1.22 | 0.02 | 5.82 | 5.73 | -1.20 | $-120.00 | 122.00 | 25 | 6.0 | 226.000 | -0.09 | 2024-08-18 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.09 | -0.02 | -0.90 | 1.22 | 0.02 | 5.82 | 5.73 | -1.20 | $-120.00 | 122.00 | 24 | 6.0 | 226.000 | -0.09 | 2024-08-17 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.08 | -0.01 | -1.00 | 1.22 | 0.02 | 5.82 | 5.74 | -1.20 | $-120.00 | 122.00 | 23 | 6.0 | 226.000 | -0.08 | 2024-08-16 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.20 | -0.98 | $-0.08 | -0.01 | -0.95 | 1.22 | 0.02 | 5.82 | 5.74 | -1.20 | $-120.00 | 122.00 | 22 | 21.0 | 245.000 | -0.08 | 2024-08-15 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.19 | -0.98 | $-0.29 | -0.05 | -1.01 | 1.22 | 0.03 | 5.82 | 5.53 | -1.19 | $-119.00 | 122.00 | 21 | 17.0 | 245.000 | -0.29 | 2024-08-14 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.19 | -0.98 | $-0.35 | -0.06 | -0.82 | 1.22 | 0.03 | 5.82 | 5.47 | -1.19 | $-119.00 | 122.00 | 20 | 17.0 | 245.000 | -0.35 | 2024-08-13 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.19 | -0.98 | $-0.41 | -0.07 | -0.78 | 1.22 | 0.03 | 5.82 | 5.41 | -1.19 | $-119.00 | 122.00 | 19 | 17.0 | 228.000 | -0.41 | 2024-08-12 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.16 | -0.95 | $-0.40 | -0.07 | -0.81 | 1.22 | 0.06 | 5.82 | 5.42 | -1.16 | $-116.00 | 122.00 | 16 | 1.0 | 227.000 | -0.40 | 2024-08-09 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.16 | -0.95 | $-0.34 | -0.06 | -0.80 | 1.22 | 0.06 | 5.82 | 5.48 | -1.16 | $-116.00 | 122.00 | 15 | 200.0 | 27.000 | -0.34 | 2024-08-08 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.14 | -0.93 | $-0.60 | -0.10 | -0.14 | 1.22 | 0.08 | 5.82 | 5.22 | -1.14 | $-114.00 | 122.00 | 14 | 4.0 | 27.000 | -0.60 | 2024-08-07 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-1.14 | -0.93 | $-0.43 | -0.07 | -0.63 | 1.22 | 0.08 | 5.82 | 5.39 | -1.14 | $-114.00 | 122.00 | 13 | 4.0 | 23.000 | -0.43 | 2024-08-06 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-0.59 | -0.48 | $0.12 | 0.02 | -0.24 | 1.22 | 0.63 | 5.82 | 5.94 | -0.59 | $-59.00 | 122.00 | 5 | 6.0 | 23.000 | 0.12 | 2024-07-29 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $-0.59 | -0.48 | $0.17 | 0.03 | -0.32 | 1.22 | 0.63 | 5.82 | 5.99 | -0.59 | $-59.00 | 122.00 | 2 | 6.0 | 26.000 | 0.17 | 2024-07-26 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.33 | $0.00 | 0.00 | $0.06 | 0.01 | 0.25 | 1.22 | 1.22 | 5.82 | 5.88 | 0.00 | $0.00 | 122.00 | 1 | 3.0 | 26.000 | 0.06 | 2024-07-25 |
| BHC240823C00006500 | BHC | CALL | Long | 6.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.22 | 1.22 | 5.82 | 5.82 | 0.00 | $0.00 | 122.00 | 0 | 3.0 | 26.000 | 0.00 | 2024-07-24 |