| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-07 | BLDR | BLDR240621C00165000 | 165.00 | 182.0 | 36.000 | 0.377 | 0.261 | 4.4 | 6.0 | 0.020 | 6.720 | 8.330 | 7.60 | 162.62 | 2024-06-21 | CALL | Long | 0.159 | 0.267 | -0.190 |
| 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 | BLDR | 0.909 | 0.055 | 0.244 | 0.118 | 0.100 | -0.028 | 160.12 | 0.090 | 0.0000 | 132.60 | 211.12 | 21 | 1y | 179.15 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.50 | -0.99 | $-13.26 | -0.08 | 0.13 | 7.60 | 0.10 | 162.62 | 149.36 | -7.50 | $-750.00 | 760.00 | 42 | 10.0 | 1133.000 | -13.26 | 2024-06-18 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.35 | -0.97 | $-12.72 | -0.08 | 0.15 | 7.60 | 0.25 | 162.62 | 149.90 | -7.35 | $-735.00 | 760.00 | 41 | 180.0 | 1106.000 | -12.72 | 2024-06-17 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.47 | -0.98 | $-13.15 | -0.08 | 0.01 | 7.60 | 0.13 | 162.62 | 149.47 | -7.47 | $-747.00 | 760.00 | 38 | 15.0 | 1104.000 | -13.15 | 2024-06-14 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.35 | -0.97 | $-11.41 | -0.07 | 0.00 | 7.60 | 0.25 | 162.62 | 151.21 | -7.35 | $-735.00 | 760.00 | 37 | 13.0 | 1104.000 | -11.41 | 2024-06-13 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.25 | -0.95 | $-11.47 | -0.07 | 0.02 | 7.60 | 0.35 | 162.62 | 151.15 | -7.25 | $-725.00 | 760.00 | 36 | 162.0 | 970.000 | -11.47 | 2024-06-12 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.40 | -0.97 | $-19.12 | -0.12 | 0.08 | 7.60 | 0.20 | 162.62 | 143.50 | -7.40 | $-740.00 | 760.00 | 35 | 5.0 | 971.000 | -19.12 | 2024-06-11 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.40 | -0.97 | $-15.60 | -0.10 | 0.02 | 7.60 | 0.20 | 162.62 | 147.02 | -7.40 | $-740.00 | 760.00 | 34 | 14.0 | 0.000 | -15.60 | 2024-06-10 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.32 | -0.96 | $-16.34 | -0.10 | 0.08 | 7.60 | 0.28 | 162.62 | 146.28 | -7.32 | $-732.00 | 760.00 | 33 | 8.0 | 976.000 | -16.34 | 2024-06-09 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.32 | -0.96 | $-16.35 | -0.10 | 0.06 | 7.60 | 0.28 | 162.62 | 146.27 | -7.32 | $-732.00 | 760.00 | 31 | 8.0 | 976.000 | -16.35 | 2024-06-07 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.20 | -0.95 | $-17.08 | -0.11 | 0.03 | 7.60 | 0.40 | 162.62 | 145.54 | -7.20 | $-720.00 | 760.00 | 30 | 17.0 | 982.000 | -17.08 | 2024-06-06 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-6.85 | -0.90 | $-12.63 | -0.08 | 0.01 | 7.60 | 0.75 | 162.62 | 149.99 | -6.85 | $-685.00 | 760.00 | 29 | 638.0 | 749.000 | -12.63 | 2024-06-05 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-7.20 | -0.95 | $-16.08 | -0.10 | -0.00 | 7.60 | 0.40 | 162.62 | 146.54 | -7.20 | $-720.00 | 760.00 | 28 | 130.0 | 697.000 | -16.08 | 2024-06-04 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-6.35 | -0.84 | $-10.45 | -0.06 | 0.01 | 7.60 | 1.25 | 162.62 | 152.17 | -6.35 | $-635.00 | 760.00 | 27 | 390.0 | 559.000 | -10.45 | 2024-06-03 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-4.29 | -0.56 | $-1.69 | -0.01 | -0.05 | 7.60 | 3.31 | 162.62 | 160.93 | -4.29 | $-429.00 | 760.00 | 24 | 25.0 | 549.000 | -1.69 | 2024-05-31 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-4.20 | -0.55 | $-2.42 | -0.01 | -0.02 | 7.60 | 3.40 | 162.62 | 160.20 | -4.20 | $-420.00 | 760.00 | 23 | 54.0 | 586.000 | -2.42 | 2024-05-30 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-5.20 | -0.68 | $-6.65 | -0.04 | -0.02 | 7.60 | 2.40 | 162.62 | 155.97 | -5.20 | $-520.00 | 760.00 | 22 | 51.0 | 574.000 | -6.65 | 2024-05-29 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-2.72 | -0.36 | $0.07 | 0.00 | -0.01 | 7.60 | 4.88 | 162.62 | 162.69 | -2.72 | $-272.00 | 760.00 | 21 | 123.0 | 558.000 | 0.07 | 2024-05-28 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $2.05 | 0.27 | $8.48 | 0.05 | -0.01 | 7.60 | 9.65 | 162.62 | 171.10 | 2.05 | $205.00 | 760.00 | 20 | 70.0 | 563.000 | 8.48 | 2024-05-27 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $1.55 | 0.20 | $8.53 | 0.05 | -0.08 | 7.60 | 9.15 | 162.62 | 171.15 | 1.55 | $155.00 | 760.00 | 17 | 61.0 | 563.000 | 8.53 | 2024-05-24 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-0.30 | -0.04 | $3.72 | 0.02 | -0.03 | 7.60 | 7.30 | 162.62 | 166.34 | -0.30 | $-30.00 | 760.00 | 16 | 34.0 | 536.000 | 3.72 | 2024-05-23 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $-0.55 | -0.07 | $3.41 | 0.02 | -0.04 | 7.60 | 7.05 | 162.62 | 166.03 | -0.55 | $-55.00 | 760.00 | 15 | 13.0 | 525.000 | 3.41 | 2024-05-22 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $0.90 | 0.12 | $5.36 | 0.03 | -0.03 | 7.60 | 8.50 | 162.62 | 167.98 | 0.90 | $90.00 | 760.00 | 14 | 38.0 | 510.000 | 5.36 | 2024-05-21 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $1.70 | 0.22 | $6.61 | 0.04 | -0.38 | 7.60 | 9.30 | 162.62 | 169.23 | 1.70 | $170.00 | 760.00 | 13 | 9.0 | 0.000 | 6.61 | 2024-05-20 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $0.28 | 0.04 | $4.43 | 0.03 | -0.03 | 7.60 | 7.88 | 162.62 | 167.05 | 0.28 | $28.00 | 760.00 | 12 | 38.0 | 500.000 | 4.43 | 2024-05-19 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $0.28 | 0.04 | $4.43 | 0.03 | -0.04 | 7.60 | 7.88 | 162.62 | 167.05 | 0.28 | $28.00 | 760.00 | 11 | 38.0 | 500.000 | 4.43 | 2024-05-18 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $0.28 | 0.04 | $4.44 | 0.03 | -0.04 | 7.60 | 7.88 | 162.62 | 167.06 | 0.28 | $28.00 | 760.00 | 10 | 38.0 | 500.000 | 4.44 | 2024-05-17 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $3.98 | 0.52 | $9.32 | 0.06 | 0.01 | 7.60 | 11.58 | 162.62 | 171.94 | 3.98 | $398.00 | 760.00 | 8 | 34.0 | 432.000 | 9.32 | 2024-05-15 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $2.73 | 0.36 | $7.01 | 0.04 | -0.01 | 7.60 | 10.33 | 162.62 | 169.63 | 2.73 | $273.00 | 760.00 | 7 | 15.0 | 431.000 | 7.01 | 2024-05-14 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $1.53 | 0.20 | $4.75 | 0.03 | -0.01 | 7.60 | 9.13 | 162.62 | 167.37 | 1.53 | $153.00 | 760.00 | 6 | 137.0 | 348.000 | 4.75 | 2024-05-13 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $1.20 | 0.16 | $4.34 | 0.03 | -0.38 | 7.60 | 8.80 | 162.62 | 166.96 | 1.20 | $120.00 | 760.00 | 5 | 22.0 | 348.000 | 4.34 | 2024-05-12 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $3.80 | 0.50 | $6.66 | 0.04 | 0.01 | 7.60 | 11.40 | 162.62 | 169.28 | 3.80 | $380.00 | 760.00 | 2 | 106.0 | 355.000 | 6.66 | 2024-05-09 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | Exit OP PnL: $-1.45;Exit EQ PnL: -0.43; Position is Long and position continued to lose. Latest OP price is: $6.15 (EQ: $162.19). Initial OP price was: $7.60 (EQ: $162.62). Surpassed Stop Loss Percentage: -0.1907894736842105263157894737 < -0.16. | $0.30 | 0.04 | $0.84 | 0.01 | -0.00 | 7.60 | 7.90 | 162.62 | 163.46 | 0.30 | $30.00 | 760.00 | 1 | 320.0 | 154.000 | 0.84 | 2024-05-08 |
| BLDR240621C00165000 | BLDR | CALL | Long | 165.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 7.60 | 7.60 | 162.62 | 162.62 | 0.00 | $0.00 | 760.00 | 0 | 182.0 | 36.000 | 0.00 | 2024-05-07 |