| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-29 | CENN | CENN240119C00002500 | 2.50 | 20.0 | 3238.000 | 4.875 | 0.438 | 0.0 | 2.3 | 0.020 | 0.010 | 2.340 | 0.05 | 0.16 | 2024-01-19 | CALL | Long | 0.376 | 0.465 | -0.242 |
| 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 | CENN | 0.818 | 0.039 | 0.255 | 0.185 | 0.141 | -0.028 | 1.06 | -12.312 | 0.0000 | 1.04 | 2.01 | 21 | 1y | 1.30 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.02 | 0.40 | $0.88 | 5.50 | 2.88 | 0.05 | 0.07 | 0.16 | 1.04 | 0.02 | $2.00 | 5.00 | 50 | 9.0 | 109.000 | 0.88 | 2024-01-18 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.02 | 0.40 | $1.00 | 6.25 | 3.38 | 0.05 | 0.07 | 0.16 | 1.16 | 0.02 | $2.00 | 5.00 | 49 | 9.0 | 109.000 | 1.00 | 2024-01-17 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.12 | 7.00 | 0.31 | 0.05 | 0.05 | 0.16 | 1.28 | 0.00 | $0.00 | 5.00 | 48 | 7.0 | 100.000 | 1.12 | 2024-01-16 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.15 | 7.19 | -1.88 | 0.05 | 0.05 | 0.16 | 1.31 | 0.00 | $0.00 | 5.00 | 44 | 3.0 | 99.000 | 1.15 | 2024-01-12 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.05 | 1.00 | $1.16 | 7.25 | -1.53 | 0.05 | 0.10 | 0.16 | 1.32 | 0.05 | $5.00 | 5.00 | 43 | 2.0 | 97.000 | 1.16 | 2024-01-11 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.05 | 1.00 | $1.22 | 7.62 | -1.91 | 0.05 | 0.10 | 0.16 | 1.38 | 0.05 | $5.00 | 5.00 | 42 | 4.0 | 93.000 | 1.22 | 2024-01-10 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.26 | 7.88 | -2.16 | 0.05 | 0.05 | 0.16 | 1.42 | 0.00 | $0.00 | 5.00 | 41 | 1.0 | 92.000 | 1.26 | 2024-01-09 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.05 | 1.00 | $1.29 | 8.06 | -2.22 | 0.05 | 0.10 | 0.16 | 1.45 | 0.05 | $5.00 | 5.00 | 40 | 1.0 | 91.000 | 1.29 | 2024-01-08 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.28 | 8.00 | -2.59 | 0.05 | 0.05 | 0.16 | 1.44 | 0.00 | $0.00 | 5.00 | 37 | 5.0 | 91.000 | 1.28 | 2024-01-05 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.26 | 7.88 | -4.38 | 0.05 | 0.05 | 0.16 | 1.42 | 0.00 | $0.00 | 5.00 | 36 | 5.0 | 91.000 | 1.26 | 2024-01-04 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.29 | 8.06 | -4.38 | 0.05 | 0.05 | 0.16 | 1.45 | 0.00 | $0.00 | 5.00 | 35 | 5.0 | 91.000 | 1.29 | 2024-01-03 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.03 | 0.60 | $1.33 | 8.31 | -4.38 | 0.05 | 0.08 | 0.16 | 1.49 | 0.03 | $3.00 | 5.00 | 34 | 1.0 | 0.000 | 1.33 | 2024-01-02 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.28 | 8.00 | -2.78 | 0.05 | 0.05 | 0.16 | 1.44 | 0.00 | $0.00 | 5.00 | 33 | 1.0 | 86.000 | 1.28 | 2024-01-01 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.28 | 8.00 | -2.89 | 0.05 | 0.05 | 0.16 | 1.44 | 0.00 | $0.00 | 5.00 | 31 | 1.0 | 86.000 | 1.28 | 2023-12-30 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.28 | 8.00 | -2.98 | 0.05 | 0.05 | 0.16 | 1.44 | 0.00 | $0.00 | 5.00 | 30 | 1.0 | 86.000 | 1.28 | 2023-12-29 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.36 | 8.50 | -3.12 | 0.05 | 0.05 | 0.16 | 1.52 | 0.00 | $0.00 | 5.00 | 29 | 1.0 | 86.000 | 1.36 | 2023-12-28 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.35 | 8.44 | -3.19 | 0.05 | 0.05 | 0.16 | 1.51 | 0.00 | $0.00 | 5.00 | 28 | 1.0 | 85.000 | 1.35 | 2023-12-27 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.37 | 8.56 | -3.03 | 0.05 | 0.05 | 0.16 | 1.53 | 0.00 | $0.00 | 5.00 | 27 | 3.0 | 84.000 | 1.37 | 2023-12-26 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.02 | 0.40 | $1.32 | 8.25 | -3.20 | 0.05 | 0.07 | 0.16 | 1.48 | 0.02 | $2.00 | 5.00 | 26 | 27.0 | 59.000 | 1.32 | 2023-12-25 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.02 | 0.40 | $1.32 | 8.25 | -3.27 | 0.05 | 0.07 | 0.16 | 1.48 | 0.02 | $2.00 | 5.00 | 24 | 27.0 | 59.000 | 1.32 | 2023-12-23 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.02 | 0.40 | $1.32 | 8.25 | -3.28 | 0.05 | 0.07 | 0.16 | 1.48 | 0.02 | $2.00 | 5.00 | 23 | 27.0 | 59.000 | 1.32 | 2023-12-22 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.32 | 8.25 | -3.11 | 0.05 | 0.05 | 0.16 | 1.48 | 0.00 | $0.00 | 5.00 | 22 | 19.0 | 41.000 | 1.32 | 2023-12-21 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.30 | 8.12 | -3.31 | 0.05 | 0.05 | 0.16 | 1.46 | 0.00 | $0.00 | 5.00 | 21 | 1.0 | 39.000 | 1.30 | 2023-12-20 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.40 | 8.75 | -3.48 | 0.05 | 0.05 | 0.16 | 1.56 | 0.00 | $0.00 | 5.00 | 20 | 19.0 | 29.000 | 1.40 | 2023-12-19 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.22 | 7.62 | -3.50 | 0.05 | 0.05 | 0.16 | 1.38 | 0.00 | $0.00 | 5.00 | 19 | 5.0 | 25.000 | 1.22 | 2023-12-18 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.32 | 8.25 | -4.38 | 0.05 | 0.05 | 0.16 | 1.48 | 0.00 | $0.00 | 5.00 | 17 | 7.0 | 3241.000 | 1.32 | 2023-12-16 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.32 | 8.25 | -4.38 | 0.05 | 0.05 | 0.16 | 1.48 | 0.00 | $0.00 | 5.00 | 16 | 7.0 | 3241.000 | 1.32 | 2023-12-15 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.35 | 8.44 | -4.38 | 0.05 | 0.05 | 0.16 | 1.51 | 0.00 | $0.00 | 5.00 | 15 | 7.0 | 3241.000 | 1.35 | 2023-12-14 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.18 | 7.38 | -4.38 | 0.05 | 0.05 | 0.16 | 1.34 | 0.00 | $0.00 | 5.00 | 14 | 7.0 | 3241.000 | 1.18 | 2023-12-13 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.14 | 7.12 | -4.38 | 0.05 | 0.05 | 0.16 | 1.30 | 0.00 | $0.00 | 5.00 | 13 | 7.0 | 3241.000 | 1.14 | 2023-12-12 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.12 | 7.00 | -4.38 | 0.05 | 0.05 | 0.16 | 1.28 | 0.00 | $0.00 | 5.00 | 12 | 7.0 | 3241.000 | 1.12 | 2023-12-11 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.19 | 7.44 | -4.38 | 0.05 | 0.05 | 0.16 | 1.35 | 0.00 | $0.00 | 5.00 | 9 | 7.0 | 3241.000 | 1.19 | 2023-12-08 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $1.45 | 9.06 | 0.44 | 0.05 | 0.05 | 0.16 | 1.61 | 0.00 | $0.00 | 5.00 | 8 | 7.0 | 3241.000 | 1.45 | 2023-12-07 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.31 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 7 | 0.0 | 3241.000 | 0.00 | 2023-12-06 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.01 | 0.06 | 0.12 | 0.05 | 0.05 | 0.16 | 0.17 | 0.00 | $0.00 | 5.00 | 6 | 0.0 | 3239.000 | 0.01 | 2023-12-05 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $-0.04 | -0.80 | $0.01 | 0.06 | 0.06 | 0.05 | 0.01 | 0.16 | 0.17 | -0.04 | $-4.00 | 5.00 | 5 | 0.0 | 3239.000 | 0.01 | 2023-12-04 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.12 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 4 | 0.0 | 3238.000 | 0.00 | 2023-12-03 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.12 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 3 | 0.0 | 3238.000 | 0.00 | 2023-12-02 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 2 | 0.0 | 3238.000 | 0.00 | 2023-12-01 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.01 | $0.00 | 0.00 | $0.00 | 0.00 | 0.12 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 1 | 0.0 | 3238.000 | 0.00 | 2023-11-30 |
| CENN240119C00002500 | CENN | CALL | Long | 2.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 0.16 | 0.16 | 0.00 | $0.00 | 5.00 | 0 | 0.0 | 3238.000 | 0.00 | 2023-11-29 |