| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | BNED | BNED240517C00000500 | 0.50 | 1440.0 | 789.000 | 4.313 | 1.140 | 0.0 | 0.3 | 0.420 | 0.080 | 0.330 | 0.05 | 0.25 | 2024-05-17 | CALL | Long | 0.530 | 1.179 | -0.650 |
| 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 | BNED | 0.818 | 0.167 | 1.536 | 0.560 | 0.293 | -0.041 | 11.66 | -0.040 | 0.0000 | 6.12 | 224.00 | 21 | 1y | 10.07 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.06 | -0.24 | 6.69 | 0.05 | 0.05 | 0.25 | 0.19 | 0.00 | $0.00 | 5.00 | 29 | 2.0 | 2815.000 | -0.06 | 2024-05-15 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.07 | -0.28 | 5.69 | 0.05 | 0.05 | 0.25 | 0.18 | 0.00 | $0.00 | 5.00 | 28 | 4.0 | 2815.000 | -0.07 | 2024-05-14 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.03 | -0.60 | $-0.06 | -0.24 | 4.44 | 0.05 | 0.02 | 0.25 | 0.19 | -0.03 | $-3.00 | 5.00 | 27 | 2.0 | 2815.000 | -0.06 | 2024-05-13 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.04 | 0.16 | -3.81 | 0.05 | 0.05 | 0.25 | 0.29 | 0.00 | $0.00 | 5.00 | 26 | 130.0 | 2815.000 | 0.04 | 2024-05-12 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.07 | 0.28 | -0.81 | 0.05 | 0.05 | 0.25 | 0.32 | 0.00 | $0.00 | 5.00 | 23 | 412.0 | 2423.000 | 0.07 | 2024-05-09 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.06 | 0.24 | -0.81 | 0.05 | 0.05 | 0.25 | 0.31 | 0.00 | $0.00 | 5.00 | 22 | 231.0 | 2365.000 | 0.06 | 2024-05-08 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.04 | 0.31 | 0.05 | 0.05 | 0.25 | 0.24 | 0.00 | $0.00 | 5.00 | 21 | 16.0 | 2364.000 | -0.01 | 2024-05-07 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.02 | -0.40 | $-0.03 | -0.12 | -3.81 | 0.05 | 0.03 | 0.25 | 0.22 | -0.02 | $-2.00 | 5.00 | 17 | 2.0 | 2222.000 | -0.03 | 2024-05-03 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.02 | -0.40 | $-0.03 | -0.12 | 0.06 | 0.05 | 0.03 | 0.25 | 0.22 | -0.02 | $-2.00 | 5.00 | 16 | 2.0 | 2220.000 | -0.03 | 2024-05-02 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.01 | -0.20 | $-0.05 | -0.20 | -0.44 | 0.05 | 0.04 | 0.25 | 0.20 | -0.01 | $-1.00 | 5.00 | 10 | 641.0 | 2220.000 | -0.05 | 2024-04-26 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.01 | -0.20 | $-0.04 | -0.16 | -0.69 | 0.05 | 0.04 | 0.25 | 0.21 | -0.01 | $-1.00 | 5.00 | 9 | 641.0 | 2217.000 | -0.04 | 2024-04-25 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.02 | -0.40 | $-0.04 | -0.16 | -0.69 | 0.05 | 0.03 | 0.25 | 0.21 | -0.02 | $-2.00 | 5.00 | 8 | 42.0 | 2217.000 | -0.04 | 2024-04-24 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $-0.02 | -0.40 | $-0.04 | -0.16 | -0.81 | 0.05 | 0.03 | 0.25 | 0.21 | -0.02 | $-2.00 | 5.00 | 7 | 42.0 | 2195.000 | -0.04 | 2024-04-23 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.05 | -0.20 | -0.81 | 0.05 | 0.05 | 0.25 | 0.20 | 0.00 | $0.00 | 5.00 | 6 | 1.0 | 2194.000 | -0.05 | 2024-04-22 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.02 | -0.08 | -1.44 | 0.05 | 0.05 | 0.25 | 0.23 | 0.00 | $0.00 | 5.00 | 3 | 8.0 | 2188.000 | -0.02 | 2024-04-19 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $-0.01 | -0.04 | -1.50 | 0.05 | 0.05 | 0.25 | 0.24 | 0.00 | $0.00 | 5.00 | 2 | 583.0 | 1796.000 | -0.01 | 2024-04-18 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | Exit OP PnL: $-0.02;Exit EQ PnL: 0.02; Position is Long and position continued to lose. Latest OP price is: $0.03 (EQ: $0.27). Initial OP price was: $0.05 (EQ: $0.25). Surpassed Stop Loss Percentage: -0.4 < -0.16. | $-0.01 | -0.20 | $-0.01 | -0.04 | -1.62 | 0.05 | 0.04 | 0.25 | 0.24 | -0.01 | $-1.00 | 5.00 | 1 | 389.0 | 1765.000 | -0.01 | 2024-04-17 |
| BNED240517C00000500 | BNED | CALL | Long | 0.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.25 | 0.25 | 0.00 | $0.00 | 5.00 | 0 | 1440.0 | 789.000 | 0.00 | 2024-04-16 |