| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-12 | CABA | CABA240719P00012500 | 12.50 | 18.0 | 52.000 | 2.285 | 0.403 | 0.9 | 0.5 | -0.010 | 3.940 | 3.450 | 2.40 | 12.91 | 2024-07-19 | PUT | Long | 0.372 | 0.388 | 0.106 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $5.10 | 0.42 | -1.58 | 2.24 | 5.00 | 12.16 | 7.06 | 2.76 | $276.00 | 224.00 | 36 | 1.0 | 10.000 | 5.10 | 2024-07-18 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.60 | 0.38 | 5.34 | 2.24 | 5.00 | 12.16 | 7.56 | 2.76 | $276.00 | 224.00 | 35 | 1.0 | 10.000 | 4.60 | 2024-07-17 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.30 | 0.35 | 5.08 | 2.24 | 5.00 | 12.16 | 7.86 | 2.76 | $276.00 | 224.00 | 34 | 1.0 | 10.000 | 4.30 | 2024-07-16 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.35 | 0.36 | 1.97 | 2.24 | 5.00 | 12.16 | 7.81 | 2.76 | $276.00 | 224.00 | 33 | 1.0 | 10.000 | 4.35 | 2024-07-15 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $3.92 | 0.32 | 3.93 | 2.24 | 5.00 | 12.16 | 8.24 | 2.76 | $276.00 | 224.00 | 30 | 1.0 | 10.000 | 3.92 | 2024-07-12 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $3.96 | 0.33 | 2.15 | 2.24 | 5.00 | 12.16 | 8.20 | 2.76 | $276.00 | 224.00 | 29 | 1.0 | 10.000 | 3.96 | 2024-07-11 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.27 | 0.35 | 0.28 | 2.24 | 5.00 | 12.16 | 7.89 | 2.76 | $276.00 | 224.00 | 28 | 1.0 | 10.000 | 4.27 | 2024-07-10 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.38 | 0.36 | 0.41 | 2.24 | 5.00 | 12.16 | 7.78 | 2.76 | $276.00 | 224.00 | 27 | 1.0 | 10.000 | 4.38 | 2024-07-09 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.60 | 0.38 | -0.33 | 2.24 | 5.00 | 12.16 | 7.56 | 2.76 | $276.00 | 224.00 | 26 | 1.0 | 10.000 | 4.60 | 2024-07-08 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $5.11 | 0.42 | 2.09 | 2.24 | 5.00 | 12.16 | 7.05 | 2.76 | $276.00 | 224.00 | 23 | 1.0 | 10.000 | 5.11 | 2024-07-05 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.61 | 0.38 | 1.67 | 2.24 | 5.00 | 12.16 | 7.55 | 2.76 | $276.00 | 224.00 | 22 | 1.0 | 210.000 | 4.61 | 2024-07-04 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.76 | 1.23 | $4.61 | 0.38 | 1.57 | 2.24 | 5.00 | 12.16 | 7.55 | 2.76 | $276.00 | 224.00 | 21 | 1.0 | 210.000 | 4.61 | 2024-07-03 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $3.13 | 1.40 | $4.77 | 0.39 | 1.30 | 2.24 | 5.37 | 12.16 | 7.39 | 3.13 | $313.00 | 224.00 | 20 | 183.0 | 210.000 | 4.77 | 2024-07-02 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $3.13 | 1.40 | $4.35 | 0.36 | 0.80 | 2.24 | 5.37 | 12.16 | 7.81 | 3.13 | $313.00 | 224.00 | 19 | 183.0 | 210.000 | 4.35 | 2024-07-01 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $3.13 | 1.40 | $4.68 | 0.38 | 0.05 | 2.24 | 5.37 | 12.16 | 7.48 | 3.13 | $313.00 | 224.00 | 16 | 183.0 | 210.000 | 4.68 | 2024-06-28 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.96 | 1.32 | $4.82 | 0.40 | 0.76 | 2.24 | 5.20 | 12.16 | 7.34 | 2.96 | $296.00 | 224.00 | 15 | 8.0 | 241.000 | 4.82 | 2024-06-27 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.51 | 1.12 | $4.40 | 0.36 | 0.52 | 2.24 | 4.75 | 12.16 | 7.76 | 2.51 | $251.00 | 224.00 | 13 | 2.0 | 249.000 | 4.40 | 2024-06-25 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $1.68 | 0.75 | $3.81 | 0.31 | 0.37 | 2.24 | 3.92 | 12.16 | 8.35 | 1.68 | $168.00 | 224.00 | 12 | 1.0 | 250.000 | 3.81 | 2024-06-24 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $2.26 | 1.01 | $3.81 | 0.31 | -0.39 | 2.24 | 4.50 | 12.16 | 8.35 | 2.26 | $226.00 | 224.00 | 6 | 2.0 | 253.000 | 3.81 | 2024-06-18 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $0.66 | 0.29 | $2.80 | 0.23 | 0.21 | 2.24 | 2.90 | 12.16 | 9.36 | 0.66 | $66.00 | 224.00 | 5 | 200.0 | 53.000 | 2.80 | 2024-06-17 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $0.00 | 0.00 | $1.50 | 0.12 | -0.30 | 2.24 | 2.24 | 12.16 | 10.66 | 0.00 | $0.00 | 224.00 | 2 | 1.0 | 53.000 | 1.50 | 2024-06-14 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.60 | $0.00 | 0.00 | $-0.40 | -0.03 | 0.19 | 2.24 | 2.24 | 12.16 | 12.56 | 0.00 | $0.00 | 224.00 | 1 | 1.0 | 53.000 | -0.40 | 2024-06-13 |
| CABA240719P00012500 | CABA | PUT | Long | 12.50 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 2.24 | 2.24 | 12.16 | 12.16 | 0.00 | $0.00 | 224.00 | 0 | 1.0 | 52.000 | -0.00 | 2024-06-12 |