| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-13 | BITF | BITF240719C00003000 | 3.00 | 1914.0 | 3425.000 | 0.984 | 0.353 | 0.1 | 0.2 | 0.000 | 0.290 | 0.460 | 0.34 | 2.81 | 2024-07-19 | CALL | Short | 0.352 | 0.381 | 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 | BITF | 0.727 | 0.145 | 0.397 | 0.259 | 0.244 | -0.153 | 2.07 | -0.711 | 0.0000 | 1.59 | 3.61 | 21 | 1y | 2.12 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.31 | 0.91 | $0.14 | 0.05 | 0.55 | 0.34 | 0.03 | 2.81 | 2.67 | 0.31 | $31.00 | 281.00 | 35 | 275.0 | 6614.000 | 0.14 | 2024-07-18 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.25 | 0.74 | $-0.15 | -0.05 | 0.12 | 0.34 | 0.09 | 2.81 | 2.96 | 0.25 | $25.00 | 281.00 | 34 | 2172.0 | 6306.000 | -0.15 | 2024-07-17 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.23 | 0.68 | $-0.16 | -0.06 | 0.14 | 0.34 | 0.11 | 2.81 | 2.97 | 0.23 | $23.00 | 281.00 | 33 | 2332.0 | 6222.000 | -0.16 | 2024-07-16 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.29 | 0.85 | $0.04 | 0.01 | 0.25 | 0.34 | 0.05 | 2.81 | 2.77 | 0.29 | $29.00 | 281.00 | 32 | 2233.0 | 4671.000 | 0.04 | 2024-07-15 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.29 | 0.85 | $0.28 | 0.10 | 0.01 | 0.34 | 0.05 | 2.81 | 2.53 | 0.29 | $29.00 | 281.00 | 29 | 25.0 | 4672.000 | 0.28 | 2024-07-12 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.29 | 0.85 | $0.36 | 0.13 | 0.08 | 0.34 | 0.05 | 2.81 | 2.45 | 0.29 | $29.00 | 281.00 | 28 | 5.0 | 4669.000 | 0.36 | 2024-07-11 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.29 | 0.85 | $0.37 | 0.13 | 0.05 | 0.34 | 0.05 | 2.81 | 2.44 | 0.29 | $29.00 | 281.00 | 27 | 25.0 | 4659.000 | 0.37 | 2024-07-10 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.30 | 0.88 | $0.33 | 0.12 | -0.06 | 0.34 | 0.04 | 2.81 | 2.48 | 0.30 | $30.00 | 281.00 | 26 | 1692.0 | 3919.000 | 0.33 | 2024-07-09 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.28 | 0.82 | $0.15 | 0.05 | -0.01 | 0.34 | 0.06 | 2.81 | 2.66 | 0.28 | $28.00 | 281.00 | 25 | 536.0 | 3697.000 | 0.15 | 2024-07-08 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.25 | 0.74 | $0.14 | 0.05 | -0.12 | 0.34 | 0.09 | 2.81 | 2.67 | 0.25 | $25.00 | 281.00 | 22 | 452.0 | 3444.000 | 0.14 | 2024-07-05 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.28 | 0.82 | $0.30 | 0.11 | 0.09 | 0.34 | 0.06 | 2.81 | 2.51 | 0.28 | $28.00 | 281.00 | 21 | 66.0 | 0.000 | 0.30 | 2024-07-04 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.28 | 0.82 | $0.30 | 0.11 | 0.06 | 0.34 | 0.06 | 2.81 | 2.51 | 0.28 | $28.00 | 281.00 | 20 | 66.0 | 0.000 | 0.30 | 2024-07-03 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.23 | 0.68 | $0.28 | 0.10 | 0.27 | 0.34 | 0.11 | 2.81 | 2.53 | 0.23 | $23.00 | 281.00 | 19 | 116.0 | 3428.000 | 0.28 | 2024-07-02 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.23 | 0.68 | $0.13 | 0.05 | 0.11 | 0.34 | 0.11 | 2.81 | 2.68 | 0.23 | $23.00 | 281.00 | 18 | 427.0 | 3406.000 | 0.13 | 2024-07-01 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.19 | 0.56 | $0.24 | 0.09 | 0.09 | 0.34 | 0.15 | 2.81 | 2.57 | 0.19 | $19.00 | 281.00 | 15 | 106.0 | 3374.000 | 0.24 | 2024-06-28 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.19 | 0.56 | $0.22 | 0.08 | 0.24 | 0.34 | 0.15 | 2.81 | 2.59 | 0.19 | $19.00 | 281.00 | 14 | 49.0 | 3352.000 | 0.22 | 2024-06-27 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.09 | 0.26 | $-0.05 | -0.02 | 0.05 | 0.34 | 0.25 | 2.81 | 2.86 | 0.09 | $9.00 | 281.00 | 12 | 349.0 | 3371.000 | -0.05 | 2024-06-25 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $0.16 | 0.47 | $0.13 | 0.05 | 0.04 | 0.34 | 0.18 | 2.81 | 2.68 | 0.16 | $16.00 | 281.00 | 11 | 62.0 | 3334.000 | 0.13 | 2024-06-24 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $-0.11 | -0.32 | $-0.34 | -0.12 | 0.11 | 0.34 | 0.45 | 2.81 | 3.15 | -0.11 | $-11.00 | 281.00 | 5 | 1282.0 | 4134.000 | -0.34 | 2024-06-18 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $-0.13 | -0.38 | $-0.33 | -0.12 | 0.11 | 0.34 | 0.47 | 2.81 | 3.14 | -0.13 | $-13.00 | 281.00 | 4 | 432.0 | 4101.000 | -0.33 | 2024-06-17 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.01; Exit EQ PnL: -0.10 | $0.04 | 0.12 | $-0.06 | -0.02 | 0.00 | 0.34 | 0.30 | 2.81 | 2.87 | 0.04 | $4.00 | 281.00 | 1 | 334.0 | 0.000 | -0.06 | 2024-06-14 |
| BITF240719C00003000 | BITF | CALL | Short | 3.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.34 | 0.34 | 2.81 | 2.81 | -0.00 | $-0.00 | 281.00 | 0 | 1914.0 | 3425.000 | -0.00 | 2024-06-13 |