| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-14 | CABA | CABA240719C00010000 | 10.00 | 35.0 | 65.000 | 1.084 | 0.413 | 1.0 | 0.3 | 0.000 | 1.830 | 1.120 | 1.58 | 10.66 | 2024-07-19 | CALL | Long | 0.384 | 0.416 | -0.151 |
| 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 | CABA | 0.909 | 0.176 | 0.532 | 0.288 | 0.532 | 0.198 | 2.75 | 0.000 | 0.0000 | 1.87 | 25.38 | 21 | 1y | 4.11 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-3.60 | -0.34 | 1.57 | 1.58 | 0.15 | 10.66 | 7.06 | -1.43 | $-143.00 | 158.00 | 34 | 2.0 | 129.000 | -3.60 | 2024-07-18 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-3.10 | -0.29 | 0.73 | 1.58 | 0.15 | 10.66 | 7.56 | -1.43 | $-143.00 | 158.00 | 33 | 2.0 | 129.000 | -3.10 | 2024-07-17 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-2.80 | -0.26 | 0.29 | 1.58 | 0.15 | 10.66 | 7.86 | -1.43 | $-143.00 | 158.00 | 32 | 2.0 | 129.000 | -2.80 | 2024-07-16 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-2.85 | -0.27 | 0.17 | 1.58 | 0.15 | 10.66 | 7.81 | -1.43 | $-143.00 | 158.00 | 31 | 2.0 | 129.000 | -2.85 | 2024-07-15 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-2.42 | -0.23 | -0.13 | 1.58 | 0.15 | 10.66 | 8.24 | -1.43 | $-143.00 | 158.00 | 28 | 2.0 | 127.000 | -2.42 | 2024-07-12 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.43 | -0.91 | $-2.46 | -0.23 | -0.17 | 1.58 | 0.15 | 10.66 | 8.20 | -1.43 | $-143.00 | 158.00 | 27 | 8.0 | 127.000 | -2.46 | 2024-07-11 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-2.77 | -0.26 | 0.02 | 1.58 | 0.10 | 10.66 | 7.89 | -1.48 | $-148.00 | 158.00 | 26 | 13.0 | 127.000 | -2.77 | 2024-07-10 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-2.88 | -0.27 | 0.19 | 1.58 | 0.10 | 10.66 | 7.78 | -1.48 | $-148.00 | 158.00 | 25 | 13.0 | 126.000 | -2.88 | 2024-07-09 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.53 | -0.97 | $-3.10 | -0.29 | -0.18 | 1.58 | 0.05 | 10.66 | 7.56 | -1.53 | $-153.00 | 158.00 | 24 | 2.0 | 124.000 | -3.10 | 2024-07-08 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-3.61 | -0.34 | 0.24 | 1.58 | 0.10 | 10.66 | 7.05 | -1.48 | $-148.00 | 158.00 | 21 | 7.0 | 124.000 | -3.61 | 2024-07-05 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-3.11 | -0.29 | -0.09 | 1.58 | 0.10 | 10.66 | 7.55 | -1.48 | $-148.00 | 158.00 | 20 | 7.0 | 124.000 | -3.11 | 2024-07-04 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-3.11 | -0.29 | -0.12 | 1.58 | 0.10 | 10.66 | 7.55 | -1.48 | $-148.00 | 158.00 | 19 | 7.0 | 124.000 | -3.11 | 2024-07-03 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.48 | -0.94 | $-3.27 | -0.31 | -0.01 | 1.58 | 0.10 | 10.66 | 7.39 | -1.48 | $-148.00 | 158.00 | 18 | 7.0 | 119.000 | -3.27 | 2024-07-02 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.53 | -0.97 | $-2.85 | -0.27 | -0.12 | 1.58 | 0.05 | 10.66 | 7.81 | -1.53 | $-153.00 | 158.00 | 17 | 1.0 | 119.000 | -2.85 | 2024-07-01 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.53 | -0.97 | $-3.18 | -0.30 | 0.03 | 1.58 | 0.05 | 10.66 | 7.48 | -1.53 | $-153.00 | 158.00 | 14 | 1.0 | 119.000 | -3.18 | 2024-06-28 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.53 | -0.97 | $-3.32 | -0.31 | 0.16 | 1.58 | 0.05 | 10.66 | 7.34 | -1.53 | $-153.00 | 158.00 | 13 | 1.0 | 119.000 | -3.32 | 2024-06-27 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.25 | -0.79 | $-2.90 | -0.27 | -0.09 | 1.58 | 0.33 | 10.66 | 7.76 | -1.25 | $-125.00 | 158.00 | 11 | 1.0 | 119.000 | -2.90 | 2024-06-25 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.13 | -0.72 | $-2.31 | -0.22 | -0.17 | 1.58 | 0.45 | 10.66 | 8.35 | -1.13 | $-113.00 | 158.00 | 10 | 66.0 | 63.000 | -2.31 | 2024-06-24 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $-1.18 | -0.75 | $-2.31 | -0.22 | 1.11 | 1.58 | 0.40 | 10.66 | 8.35 | -1.18 | $-118.00 | 158.00 | 4 | 1.0 | 59.000 | -2.31 | 2024-06-18 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.50 | $-0.38 | -0.24 | $-1.30 | -0.12 | 0.24 | 1.58 | 1.20 | 10.66 | 9.36 | -0.38 | $-38.00 | 158.00 | 3 | 1.0 | 58.000 | -1.30 | 2024-06-17 |
| CABA240719C00010000 | CABA | CALL | Long | 10.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.58 | 1.58 | 10.66 | 10.66 | 0.00 | $0.00 | 158.00 | 0 | 35.0 | 65.000 | 0.00 | 2024-06-14 |