| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-15 | BHVN | BHVN240517C00045000 | 45.00 | 200.0 | 523.000 | 0.904 | 0.288 | 1.6 | 1.6 | 0.010 | 4.910 | 4.910 | 4.69 | 44.79 | 2024-05-17 | CALL | Long | 0.270 | 0.321 | -0.156 |
| 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 | BHVN | 0.636 | 0.109 | 0.217 | 0.171 | 0.175 | 0.042 | 39.12 | 0.000 | 0.0000 | 32.77 | 59.75 | 21 | 1y | 51.21 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.59 | -0.98 | $-7.71 | -0.17 | 0.32 | 4.69 | 0.10 | 44.79 | 37.08 | -4.59 | $-459.00 | 469.00 | 30 | 6.0 | 481.000 | -7.71 | 2024-05-15 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.61 | -0.98 | $-7.56 | -0.17 | 0.20 | 4.69 | 0.08 | 44.79 | 37.23 | -4.61 | $-461.00 | 469.00 | 29 | 17.0 | 498.000 | -7.56 | 2024-05-14 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.29 | -0.91 | $-11.01 | -0.25 | 0.20 | 4.69 | 0.40 | 44.79 | 33.78 | -4.29 | $-429.00 | 469.00 | 28 | 1.0 | 498.000 | -11.01 | 2024-05-13 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.59 | -0.98 | $-9.10 | -0.20 | -0.40 | 4.69 | 0.10 | 44.79 | 35.69 | -4.59 | $-459.00 | 469.00 | 27 | 36.0 | 498.000 | -9.10 | 2024-05-12 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.05 | -0.86 | $-3.41 | -0.08 | -0.17 | 4.69 | 0.64 | 44.79 | 41.38 | -4.05 | $-405.00 | 469.00 | 24 | 57.0 | 479.000 | -3.41 | 2024-05-09 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.19 | -0.89 | $-4.01 | -0.09 | -0.34 | 4.69 | 0.50 | 44.79 | 40.78 | -4.19 | $-419.00 | 469.00 | 23 | 2.0 | 478.000 | -4.01 | 2024-05-08 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.89 | -0.83 | $-3.32 | -0.07 | -0.22 | 4.69 | 0.80 | 44.79 | 41.47 | -3.89 | $-389.00 | 469.00 | 22 | 4.0 | 478.000 | -3.32 | 2024-05-07 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.74 | -0.80 | $-4.21 | -0.09 | -0.78 | 4.69 | 0.95 | 44.79 | 40.58 | -3.74 | $-374.00 | 469.00 | 18 | 34.0 | 465.000 | -4.21 | 2024-05-03 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.74 | -0.80 | $-4.89 | -0.11 | -0.17 | 4.69 | 0.95 | 44.79 | 39.90 | -3.74 | $-374.00 | 469.00 | 17 | 34.0 | 465.000 | -4.89 | 2024-05-02 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-4.09 | -0.87 | $-5.82 | -0.13 | -0.16 | 4.69 | 0.60 | 44.79 | 38.97 | -4.09 | $-409.00 | 469.00 | 11 | 34.0 | 220.000 | -5.82 | 2024-04-26 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.84 | -0.82 | $-6.30 | -0.14 | -0.18 | 4.69 | 0.85 | 44.79 | 38.49 | -3.84 | $-384.00 | 469.00 | 10 | 29.0 | 225.000 | -6.30 | 2024-04-25 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.71 | -0.79 | $-6.07 | -0.14 | -0.13 | 4.69 | 0.98 | 44.79 | 38.72 | -3.71 | $-371.00 | 469.00 | 9 | 82.0 | 212.000 | -6.07 | 2024-04-24 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.05 | -0.65 | $-5.18 | -0.12 | -0.14 | 4.69 | 1.64 | 44.79 | 39.61 | -3.05 | $-305.00 | 469.00 | 8 | 164.0 | 228.000 | -5.18 | 2024-04-23 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.59 | -0.77 | $-6.46 | -0.14 | -0.11 | 4.69 | 1.10 | 44.79 | 38.33 | -3.59 | $-359.00 | 469.00 | 7 | 702.0 | 758.000 | -6.46 | 2024-04-22 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-3.56 | -0.76 | $-5.80 | -0.13 | -0.24 | 4.69 | 1.13 | 44.79 | 38.99 | -3.56 | $-356.00 | 469.00 | 4 | 146.0 | 701.000 | -5.80 | 2024-04-19 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-2.54 | -0.54 | $-2.65 | -0.06 | -0.20 | 4.69 | 2.15 | 44.79 | 42.14 | -2.54 | $-254.00 | 469.00 | 3 | 169.0 | 700.000 | -2.65 | 2024-04-18 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $-1.99 | -0.42 | $-0.76 | -0.02 | 0.01 | 4.69 | 2.70 | 44.79 | 44.03 | -1.99 | $-199.00 | 469.00 | 2 | 5.0 | 705.000 | -0.76 | 2024-04-17 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | Exit OP PnL: $-0.79;Exit EQ PnL: -0.15; Position is Long and position continued to lose. Latest OP price is: $3.90 (EQ: $44.64). Initial OP price was: $4.69 (EQ: $44.79). Surpassed Stop Loss Percentage: -0.1684434968017057569296375267 < -0.16. | $-0.79 | -0.17 | $-1.02 | -0.02 | -0.20 | 4.69 | 3.90 | 44.79 | 43.77 | -0.79 | $-79.00 | 469.00 | 1 | 201.0 | 705.000 | -1.02 | 2024-04-16 |
| BHVN240517C00045000 | BHVN | CALL | Long | 45.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 4.69 | 4.69 | 44.79 | 44.79 | 0.00 | $0.00 | 469.00 | 0 | 200.0 | 523.000 | 0.00 | 2024-04-15 |