| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | CLOV | CLOV240607P00001000 | 1.00 | 22.0 | 6.000 | 0.781 | 0.241 | 0.0 | 0.1 | -0.010 | 0.030 | 0.150 | 0.18 | 0.87 | 2024-06-07 | PUT | Long | 0.284 | 0.331 | 0.176 |
| 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 | CLOV | 0.727 | 0.104 | 0.350 | 0.218 | 0.104 | -0.106 | 3.21 | -0.105 | 0.0000 | 0.62 | 4.35 | 21 | 1y | 3.80 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.17 | -0.94 | $-0.23 | -0.26 | 0.34 | 0.18 | 0.01 | 0.87 | 1.10 | -0.17 | $-17.00 | 18.00 | 29 | 36.0 | 277.000 | -0.23 | 2024-06-06 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.16 | -0.89 | $-0.24 | -0.28 | 0.16 | 0.18 | 0.02 | 0.87 | 1.11 | -0.16 | $-16.00 | 18.00 | 28 | 10.0 | 267.000 | -0.24 | 2024-06-05 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.17 | -0.94 | $-0.24 | -0.28 | 0.22 | 0.18 | 0.01 | 0.87 | 1.11 | -0.17 | $-17.00 | 18.00 | 27 | 64.0 | 249.000 | -0.24 | 2024-06-04 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.17 | -0.94 | $-0.30 | -0.34 | 0.16 | 0.18 | 0.01 | 0.87 | 1.17 | -0.17 | $-17.00 | 18.00 | 26 | 16.0 | 236.000 | -0.30 | 2024-06-03 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.17 | -0.94 | $-0.23 | -0.26 | 0.12 | 0.18 | 0.01 | 0.87 | 1.10 | -0.17 | $-17.00 | 18.00 | 23 | 28.0 | 188.000 | -0.23 | 2024-05-31 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.15 | -0.83 | $-0.27 | -0.31 | 0.25 | 0.18 | 0.03 | 0.87 | 1.14 | -0.15 | $-15.00 | 18.00 | 22 | 135.0 | 58.000 | -0.27 | 2024-05-30 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.12 | -0.67 | $-0.16 | -0.18 | 0.03 | 0.18 | 0.06 | 0.87 | 1.03 | -0.12 | $-12.00 | 18.00 | 21 | 10.0 | 58.000 | -0.16 | 2024-05-29 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.10 | -0.56 | $-0.14 | -0.16 | 0.34 | 0.18 | 0.08 | 0.87 | 1.01 | -0.10 | $-10.00 | 18.00 | 20 | 5.0 | 58.000 | -0.14 | 2024-05-28 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.10 | -0.56 | $-0.13 | -0.15 | 0.33 | 0.18 | 0.08 | 0.87 | 1.00 | -0.10 | $-10.00 | 18.00 | 19 | 5.0 | 58.000 | -0.13 | 2024-05-27 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.10 | -0.56 | $-0.13 | -0.15 | 0.20 | 0.18 | 0.08 | 0.87 | 1.00 | -0.10 | $-10.00 | 18.00 | 16 | 5.0 | 58.000 | -0.13 | 2024-05-24 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.10 | -0.56 | $-0.12 | -0.14 | 0.24 | 0.18 | 0.08 | 0.87 | 0.99 | -0.10 | $-10.00 | 18.00 | 15 | 5.0 | 58.000 | -0.12 | 2024-05-23 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.15 | -0.17 | 0.89 | 0.18 | 0.17 | 0.87 | 1.02 | -0.01 | $-1.00 | 18.00 | 14 | 15.0 | 58.000 | -0.15 | 2024-05-22 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.06 | -0.07 | 0.62 | 0.18 | 0.17 | 0.87 | 0.93 | -0.01 | $-1.00 | 18.00 | 13 | 15.0 | 58.000 | -0.06 | 2024-05-21 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.03 | -0.03 | -0.78 | 0.18 | 0.17 | 0.87 | 0.90 | -0.01 | $-1.00 | 18.00 | 12 | 15.0 | 0.000 | -0.03 | 2024-05-20 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.02 | -0.02 | 0.84 | 0.18 | 0.17 | 0.87 | 0.89 | -0.01 | $-1.00 | 18.00 | 11 | 15.0 | 43.000 | -0.02 | 2024-05-19 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.02 | -0.02 | 0.81 | 0.18 | 0.17 | 0.87 | 0.89 | -0.01 | $-1.00 | 18.00 | 10 | 15.0 | 43.000 | -0.02 | 2024-05-18 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.01 | -0.06 | $-0.02 | -0.02 | 0.89 | 0.18 | 0.17 | 0.87 | 0.89 | -0.01 | $-1.00 | 18.00 | 9 | 15.0 | 43.000 | -0.02 | 2024-05-17 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.03 | -0.17 | $-0.08 | -0.09 | 0.34 | 0.18 | 0.15 | 0.87 | 0.95 | -0.03 | $-3.00 | 18.00 | 7 | 23.0 | 43.000 | -0.08 | 2024-05-15 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $-0.02 | -0.11 | $-0.15 | -0.17 | 0.66 | 0.18 | 0.16 | 0.87 | 1.02 | -0.02 | $-2.00 | 18.00 | 6 | 23.0 | 21.000 | -0.15 | 2024-05-14 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.07; Exit EQ PnL: -0.03 | $0.07 | 0.39 | $-0.04 | -0.05 | -0.06 | 0.18 | 0.25 | 0.87 | 0.91 | 0.07 | $7.00 | 18.00 | 5 | 1.0 | 21.000 | -0.04 | 2024-05-13 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $0.07 | 0.39 | $0.05 | 0.06 | -0.78 | 0.18 | 0.25 | 0.87 | 0.82 | 0.07 | $7.00 | 18.00 | 4 | 1.0 | 21.000 | 0.05 | 2024-05-12 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $0.07 | 0.39 | $0.01 | 0.01 | 0.86 | 0.18 | 0.25 | 0.87 | 0.86 | 0.07 | $7.00 | 18.00 | 1 | 1.0 | 21.000 | 0.01 | 2024-05-09 |
| CLOV240607P00001000 | CLOV | PUT | Long | 1.00 | None | $0.00 | 0.00 | $-0.00 | -0.00 | 0.00 | 0.18 | 0.18 | 0.87 | 0.87 | 0.00 | $0.00 | 18.00 | 0 | 22.0 | 6.000 | -0.00 | 2024-05-08 |