| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-11 | CADL | CADL250117P00006000 | 6.00 | 88.0 | 21.000 | 1.779 | 0.629 | 1.8 | 0.0 | -0.180 | 2.440 | 0.670 | 1.05 | 7.75 | 2025-01-17 | PUT | Long | 0.383 | 0.653 | 0.681 |
| 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 | CADL | 1.000 | 0.135 | 1.464 | 0.399 | 0.771 | 0.626 | 6.60 | 0.000 | 0.0000 | 1.08 | 14.00 | 21 | 1y | 5.17 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $-0.65 | -0.62 | $-1.00 | -0.13 | -0.07 | 1.05 | 0.40 | 7.75 | 8.75 | -0.65 | $-65.00 | 105.00 | 9 | 84.0 | 710.000 | -1.00 | 2024-12-20 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.70 | -0.67 | $-2.21 | -0.29 | 0.09 | 1.05 | 0.35 | 7.75 | 9.96 | -0.70 | $-70.00 | 105.00 | 8 | 153.0 | 671.000 | -2.21 | 2024-12-19 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $-0.10 | -0.10 | $1.22 | 0.16 | -0.19 | 1.05 | 0.95 | 7.75 | 6.53 | -0.10 | $-10.00 | 105.00 | 7 | 73.0 | 599.000 | 1.22 | 2024-12-18 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $-0.10 | -0.10 | $1.15 | 0.15 | -0.25 | 1.05 | 0.95 | 7.75 | 6.60 | -0.10 | $-10.00 | 105.00 | 6 | 53.0 | 552.000 | 1.15 | 2024-12-17 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $0.07 | 0.07 | $1.59 | 0.21 | -0.29 | 1.05 | 1.12 | 7.75 | 6.16 | 0.07 | $7.00 | 105.00 | 5 | 140.0 | 414.000 | 1.59 | 2024-12-16 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $-0.02 | -0.02 | $1.00 | 0.13 | -0.24 | 1.05 | 1.03 | 7.75 | 6.75 | -0.02 | $-2.00 | 105.00 | 2 | 372.0 | 111.000 | 1.00 | 2024-12-13 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | None | $-0.57 | -0.54 | $-2.05 | -0.26 | -0.01 | 1.05 | 0.48 | 7.75 | 9.80 | -0.57 | $-57.00 | 105.00 | 1 | 108.0 | 84.000 | -2.05 | 2024-12-12 |
| CADL250117P00006000 | CADL | PUT | Long | 6.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 1.05 | 1.05 | 7.75 | 7.75 | 0.00 | $0.00 | 105.00 | 0 | 88.0 | 21.000 | -0.00 | 2024-12-11 |