| 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 | BLDR240621C00170000 | 170.00 | 193.0 | 36.000 | 0.385 | 0.248 | 3.3 | 7.4 | 0.020 | 5.950 | 10.030 | 6.68 | 165.13 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.45 | -0.99 | $-13.26 | -0.08 | 0.23 | 6.50 | 0.05 | 162.62 | 149.36 | -6.45 | $-645.00 | 650.00 | 42 | 1.0 | 802.000 | -13.26 | 2024-06-18 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.37 | -0.98 | $-12.72 | -0.08 | 0.25 | 6.50 | 0.13 | 162.62 | 149.90 | -6.37 | $-637.00 | 650.00 | 41 | 10.0 | 802.000 | -12.72 | 2024-06-17 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.43 | -0.99 | $-13.15 | -0.08 | 0.13 | 6.50 | 0.07 | 162.62 | 149.47 | -6.43 | $-643.00 | 650.00 | 38 | 13.0 | 805.000 | -13.15 | 2024-06-14 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.35 | -0.98 | $-11.41 | -0.07 | 0.04 | 6.50 | 0.15 | 162.62 | 151.21 | -6.35 | $-635.00 | 650.00 | 37 | 10.0 | 809.000 | -11.41 | 2024-06-13 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.20 | -0.95 | $-11.47 | -0.07 | 0.08 | 6.50 | 0.30 | 162.62 | 151.15 | -6.20 | $-620.00 | 650.00 | 36 | 119.0 | 851.000 | -11.47 | 2024-06-12 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.41 | -0.99 | $-19.12 | -0.12 | 0.14 | 6.50 | 0.09 | 162.62 | 143.50 | -6.41 | $-641.00 | 650.00 | 35 | 8.0 | 858.000 | -19.12 | 2024-06-11 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.40 | -0.98 | $-15.60 | -0.10 | 0.08 | 6.50 | 0.10 | 162.62 | 147.02 | -6.40 | $-640.00 | 650.00 | 34 | 4.0 | 860.000 | -15.60 | 2024-06-10 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.26 | -0.96 | $-16.34 | -0.10 | 0.18 | 6.50 | 0.24 | 162.62 | 146.28 | -6.26 | $-626.00 | 650.00 | 33 | 8.0 | 855.000 | -16.34 | 2024-06-09 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.26 | -0.96 | $-16.35 | -0.10 | 0.06 | 6.50 | 0.24 | 162.62 | 146.27 | -6.26 | $-626.00 | 650.00 | 31 | 8.0 | 855.000 | -16.35 | 2024-06-07 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.30 | -0.97 | $-17.08 | -0.11 | 0.06 | 6.50 | 0.20 | 162.62 | 145.54 | -6.30 | $-630.00 | 650.00 | 30 | 14.0 | 865.000 | -17.08 | 2024-06-06 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.10 | -0.94 | $-12.63 | -0.08 | 0.03 | 6.50 | 0.40 | 162.62 | 149.99 | -6.10 | $-610.00 | 650.00 | 29 | 183.0 | 888.000 | -12.63 | 2024-06-05 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-6.25 | -0.96 | $-16.08 | -0.10 | 0.04 | 6.50 | 0.25 | 162.62 | 146.54 | -6.25 | $-625.00 | 650.00 | 28 | 245.0 | 763.000 | -16.08 | 2024-06-04 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-5.85 | -0.90 | $-10.45 | -0.06 | 0.02 | 6.50 | 0.65 | 162.62 | 152.17 | -5.85 | $-585.00 | 650.00 | 27 | 282.0 | 798.000 | -10.45 | 2024-06-03 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-4.77 | -0.73 | $-1.69 | -0.01 | -0.05 | 6.50 | 1.73 | 162.62 | 160.93 | -4.77 | $-477.00 | 650.00 | 24 | 37.0 | 810.000 | -1.69 | 2024-05-31 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-4.50 | -0.69 | $-2.42 | -0.01 | -0.01 | 6.50 | 2.00 | 162.62 | 160.20 | -4.50 | $-450.00 | 650.00 | 23 | 21.0 | 806.000 | -2.42 | 2024-05-30 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-5.15 | -0.79 | $-6.65 | -0.04 | -0.02 | 6.50 | 1.35 | 162.62 | 155.97 | -5.15 | $-515.00 | 650.00 | 22 | 100.0 | 810.000 | -6.65 | 2024-05-29 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-3.60 | -0.55 | $0.07 | 0.00 | -0.01 | 6.50 | 2.90 | 162.62 | 162.69 | -3.60 | $-360.00 | 650.00 | 21 | 204.0 | 809.000 | 0.07 | 2024-05-28 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $0.00 | 0.00 | $8.48 | 0.05 | -0.03 | 6.50 | 6.50 | 162.62 | 171.10 | 0.00 | $0.00 | 650.00 | 20 | 30.0 | 806.000 | 8.48 | 2024-05-27 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-0.50 | -0.08 | $8.53 | 0.05 | -0.07 | 6.50 | 6.00 | 162.62 | 171.15 | -0.50 | $-50.00 | 650.00 | 17 | 21.0 | 806.000 | 8.53 | 2024-05-24 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-1.30 | -0.20 | $3.72 | 0.02 | -0.03 | 6.50 | 5.20 | 162.62 | 166.34 | -1.30 | $-130.00 | 650.00 | 16 | 6.0 | 809.000 | 3.72 | 2024-05-23 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-2.00 | -0.31 | $3.41 | 0.02 | -0.04 | 6.50 | 4.50 | 162.62 | 166.03 | -2.00 | $-200.00 | 650.00 | 15 | 9.0 | 808.000 | 3.41 | 2024-05-22 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-0.99 | -0.15 | $5.36 | 0.03 | -0.04 | 6.50 | 5.51 | 162.62 | 167.98 | -0.99 | $-99.00 | 650.00 | 14 | 25.0 | 806.000 | 5.36 | 2024-05-21 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-0.10 | -0.02 | $6.61 | 0.04 | -0.37 | 6.50 | 6.40 | 162.62 | 169.23 | -0.10 | $-10.00 | 650.00 | 13 | 183.0 | 0.000 | 6.61 | 2024-05-20 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-1.20 | -0.18 | $4.43 | 0.03 | -0.04 | 6.50 | 5.30 | 162.62 | 167.05 | -1.20 | $-120.00 | 650.00 | 12 | 148.0 | 750.000 | 4.43 | 2024-05-19 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-1.20 | -0.18 | $4.43 | 0.03 | -0.04 | 6.50 | 5.30 | 162.62 | 167.05 | -1.20 | $-120.00 | 650.00 | 11 | 148.0 | 750.000 | 4.43 | 2024-05-18 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-1.38 | -0.21 | $4.44 | 0.03 | -0.05 | 6.50 | 5.12 | 162.62 | 167.06 | -1.38 | $-138.00 | 650.00 | 10 | 147.0 | 750.000 | 4.44 | 2024-05-17 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $1.85 | 0.28 | $9.32 | 0.06 | -0.03 | 6.50 | 8.35 | 162.62 | 171.94 | 1.85 | $185.00 | 650.00 | 8 | 124.0 | 731.000 | 9.32 | 2024-05-15 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $0.94 | 0.14 | $7.00 | 0.04 | -0.02 | 6.50 | 7.44 | 162.62 | 169.62 | 0.94 | $94.00 | 650.00 | 7 | 710.0 | 512.000 | 7.00 | 2024-05-14 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $0.00 | 0.00 | $4.75 | 0.03 | -0.02 | 6.50 | 6.50 | 162.62 | 167.37 | 0.00 | $0.00 | 650.00 | 6 | 169.0 | 533.000 | 4.75 | 2024-05-13 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $-0.21 | -0.03 | $4.34 | 0.03 | -0.35 | 6.50 | 6.29 | 162.62 | 166.96 | -0.21 | $-21.00 | 650.00 | 5 | 5.0 | 533.000 | 4.34 | 2024-05-12 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $1.70 | 0.26 | $6.66 | 0.04 | -0.00 | 6.50 | 8.20 | 162.62 | 169.28 | 1.70 | $170.00 | 650.00 | 2 | 115.0 | 194.000 | 6.66 | 2024-05-09 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | Exit OP PnL: $-1.20;Exit EQ PnL: -3.28; Position is Long and position continued to lose. Latest OP price is: $5.30 (EQ: $159.34). Initial OP price was: $6.50 (EQ: $162.62). Surpassed Stop Loss Percentage: -0.1846153846153846153846153846 < -0.16. | $-1.20 | -0.18 | $0.84 | 0.01 | 0.01 | 6.50 | 5.30 | 162.62 | 163.46 | -1.20 | $-120.00 | 650.00 | 1 | 38.0 | 177.000 | 0.84 | 2024-05-08 |
| BLDR240621C00170000 | BLDR | CALL | Long | 170.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 6.50 | 6.50 | 162.62 | 162.62 | 0.00 | $0.00 | 650.00 | 0 | 196.0 | 36.000 | 0.00 | 2024-05-07 |