| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-12-06 | BOX | BOX240119C00024000 | 24.00 | 35.0 | 93.000 | 0.271 | 0.140 | 0.5 | 0.4 | 0.000 | 0.850 | 0.760 | 0.85 | 23.98 | 2024-01-19 | CALL | Long | 0.102 | 0.147 | -0.100 |
| 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 | BOX | 0.545 | 0.046 | 0.116 | 0.077 | 0.108 | 0.054 | 32.07 | 0.124 | 0.0000 | 24.39 | 35.65 | 21 | 1y | 32.84 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.43 | 0.51 | $1.82 | 0.08 | 0.38 | 0.85 | 1.28 | 23.97 | 25.79 | 0.43 | $43.00 | 85.00 | 43 | 7.0 | 212.000 | 1.82 | 2024-01-18 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.43 | 0.51 | $1.42 | 0.06 | 0.68 | 0.85 | 1.28 | 23.97 | 25.39 | 0.43 | $43.00 | 85.00 | 42 | 7.0 | 219.000 | 1.42 | 2024-01-17 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.47 | 0.55 | $1.18 | 0.05 | 0.26 | 0.85 | 1.32 | 23.97 | 25.15 | 0.47 | $47.00 | 85.00 | 41 | 1.0 | 219.000 | 1.18 | 2024-01-16 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.47 | 0.55 | $1.34 | 0.06 | 0.12 | 0.85 | 1.32 | 23.97 | 25.31 | 0.47 | $47.00 | 85.00 | 37 | 1.0 | 220.000 | 1.34 | 2024-01-12 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.25 | 0.29 | $1.62 | 0.07 | 0.34 | 0.85 | 1.10 | 23.97 | 25.59 | 0.25 | $25.00 | 85.00 | 36 | 1.0 | 220.000 | 1.62 | 2024-01-11 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.25 | 0.29 | $1.04 | 0.04 | 0.07 | 0.85 | 1.10 | 23.97 | 25.01 | 0.25 | $25.00 | 85.00 | 35 | 1.0 | 221.000 | 1.04 | 2024-01-10 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.30 | 0.35 | $1.10 | 0.05 | 0.06 | 0.85 | 1.15 | 23.97 | 25.07 | 0.30 | $30.00 | 85.00 | 34 | 2.0 | 221.000 | 1.10 | 2024-01-09 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.30 | 0.35 | $1.16 | 0.05 | 0.06 | 0.85 | 1.15 | 23.97 | 25.13 | 0.30 | $30.00 | 85.00 | 33 | 1.0 | 220.000 | 1.16 | 2024-01-08 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $-0.05 | -0.06 | $0.70 | 0.03 | 0.01 | 0.85 | 0.80 | 23.97 | 24.67 | -0.05 | $-5.00 | 85.00 | 30 | 5.0 | 215.000 | 0.70 | 2024-01-05 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.95 | 1.12 | $0.42 | 0.02 | -0.27 | 0.85 | 1.80 | 23.97 | 24.39 | 0.95 | $95.00 | 85.00 | 29 | 5.0 | 215.000 | 0.42 | 2024-01-04 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.95 | 1.12 | $0.92 | 0.04 | -0.27 | 0.85 | 1.80 | 23.97 | 24.89 | 0.95 | $95.00 | 85.00 | 28 | 5.0 | 215.000 | 0.92 | 2024-01-03 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.95 | 1.12 | $1.84 | 0.08 | -0.27 | 0.85 | 1.80 | 23.97 | 25.81 | 0.95 | $95.00 | 85.00 | 27 | 5.0 | 215.000 | 1.84 | 2024-01-02 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.97 | 1.14 | $1.64 | 0.07 | 0.21 | 0.85 | 1.82 | 23.97 | 25.61 | 0.97 | $97.00 | 85.00 | 26 | 1.0 | 215.000 | 1.64 | 2024-01-01 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.97 | 1.14 | $1.64 | 0.07 | 0.18 | 0.85 | 1.82 | 23.97 | 25.61 | 0.97 | $97.00 | 85.00 | 24 | 1.0 | 215.000 | 1.64 | 2023-12-30 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.97 | 1.14 | $1.64 | 0.07 | 0.16 | 0.85 | 1.82 | 23.97 | 25.61 | 0.97 | $97.00 | 85.00 | 23 | 1.0 | 215.000 | 1.64 | 2023-12-29 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.25 | 1.47 | $1.89 | 0.08 | 0.38 | 0.85 | 2.10 | 23.97 | 25.86 | 1.25 | $125.00 | 85.00 | 22 | 3.0 | 215.000 | 1.89 | 2023-12-28 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.25 | 1.47 | $1.67 | 0.07 | 0.18 | 0.85 | 2.10 | 23.97 | 25.64 | 1.25 | $125.00 | 85.00 | 21 | 3.0 | 215.000 | 1.67 | 2023-12-27 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.15 | 1.35 | $1.91 | 0.08 | 0.08 | 0.85 | 2.00 | 23.97 | 25.88 | 1.15 | $115.00 | 85.00 | 20 | 2.0 | 217.000 | 1.91 | 2023-12-26 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.40 | 1.65 | $1.87 | 0.08 | 0.12 | 0.85 | 2.25 | 23.97 | 25.84 | 1.40 | $140.00 | 85.00 | 19 | 2.0 | 217.000 | 1.87 | 2023-12-25 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.40 | 1.65 | $1.87 | 0.08 | 0.10 | 0.85 | 2.25 | 23.97 | 25.84 | 1.40 | $140.00 | 85.00 | 17 | 2.0 | 217.000 | 1.87 | 2023-12-23 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.40 | 1.65 | $1.86 | 0.08 | 0.05 | 0.85 | 2.25 | 23.97 | 25.83 | 1.40 | $140.00 | 85.00 | 16 | 2.0 | 217.000 | 1.86 | 2023-12-22 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.45 | 1.71 | $1.95 | 0.08 | 0.04 | 0.85 | 2.30 | 23.97 | 25.92 | 1.45 | $145.00 | 85.00 | 15 | 3.0 | 217.000 | 1.95 | 2023-12-21 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.71 | 2.01 | $2.33 | 0.10 | 0.12 | 0.85 | 2.56 | 23.97 | 26.30 | 1.71 | $171.00 | 85.00 | 14 | 2.0 | 218.000 | 2.33 | 2023-12-20 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.47 | 1.73 | $2.22 | 0.09 | 0.06 | 0.85 | 2.32 | 23.97 | 26.19 | 1.47 | $147.00 | 85.00 | 13 | 4.0 | 214.000 | 2.22 | 2023-12-19 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.40 | 1.65 | $1.98 | 0.08 | 0.15 | 0.85 | 2.25 | 23.97 | 25.95 | 1.40 | $140.00 | 85.00 | 12 | 10.0 | 224.000 | 1.98 | 2023-12-18 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.05 | 1.24 | $1.74 | 0.07 | 0.08 | 0.85 | 1.90 | 23.97 | 25.71 | 1.05 | $105.00 | 85.00 | 10 | 16.0 | 226.000 | 1.74 | 2023-12-16 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $1.05 | 1.24 | $1.73 | 0.07 | 0.12 | 0.85 | 1.90 | 23.97 | 25.70 | 1.05 | $105.00 | 85.00 | 9 | 16.0 | 226.000 | 1.73 | 2023-12-15 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.30 | 0.35 | $0.67 | 0.03 | 0.02 | 0.85 | 1.15 | 23.97 | 24.64 | 0.30 | $30.00 | 85.00 | 8 | 14.0 | 228.000 | 0.67 | 2023-12-14 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.50 | 0.59 | $0.87 | 0.04 | 0.02 | 0.85 | 1.35 | 23.97 | 24.84 | 0.50 | $50.00 | 85.00 | 7 | 25.0 | 217.000 | 0.87 | 2023-12-13 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.30 | 0.35 | $0.56 | 0.02 | -0.02 | 0.85 | 1.15 | 23.97 | 24.53 | 0.30 | $30.00 | 85.00 | 6 | 24.0 | 0.000 | 0.56 | 2023-12-12 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.05 | 0.06 | $0.38 | 0.02 | 0.02 | 0.85 | 0.90 | 23.97 | 24.35 | 0.05 | $5.00 | 85.00 | 5 | 128.0 | 157.000 | 0.38 | 2023-12-11 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.05 | 0.06 | $0.01 | 0.00 | -0.01 | 0.85 | 0.90 | 23.97 | 23.98 | 0.05 | $5.00 | 85.00 | 2 | 50.0 | 135.000 | 0.01 | 2023-12-08 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.15 | 0.18 | $0.24 | 0.01 | 0.01 | 0.85 | 1.00 | 23.97 | 24.21 | 0.15 | $15.00 | 85.00 | 1 | 49.0 | 133.000 | 0.24 | 2023-12-07 |
| BOX240119C00024000 | BOX | CALL | Long | 24.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.85 | 0.85 | 23.97 | 23.97 | 0.00 | $0.00 | 85.00 | 0 | 0.0 | 93.000 | 0.00 | 2023-12-06 |