| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-10 | CLOV | CLOV240712C00001000 | 1.00 | 3.0 | 55.000 | 0.938 | 0.398 | 0.0 | 0.1 | 0.010 | 0.070 | 0.160 | 0.13 | 0.91 | 2024-07-12 | CALL | Long | 0.398 | 0.415 | -0.104 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.38 | 4.75 | $0.47 | 0.47 | 2.59 | 0.08 | 0.46 | 0.99 | 1.46 | 0.38 | $38.00 | 8.00 | 31 | 151.0 | 595.000 | 0.47 | 2024-07-11 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.23 | 2.88 | $0.35 | 0.35 | -0.41 | 0.08 | 0.31 | 0.99 | 1.34 | 0.23 | $23.00 | 8.00 | 30 | 16.0 | 592.000 | 0.35 | 2024-07-10 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.27 | 3.38 | $0.35 | 0.35 | -0.41 | 0.08 | 0.35 | 0.99 | 1.34 | 0.27 | $27.00 | 8.00 | 29 | 179.0 | 564.000 | 0.35 | 2024-07-09 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.26 | 3.25 | $0.34 | 0.34 | 0.91 | 0.08 | 0.34 | 0.99 | 1.33 | 0.26 | $26.00 | 8.00 | 28 | 58.0 | 575.000 | 0.34 | 2024-07-08 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.21 | 2.62 | $0.28 | 0.28 | 0.53 | 0.08 | 0.29 | 0.99 | 1.27 | 0.21 | $21.00 | 8.00 | 25 | 209.0 | 355.000 | 0.28 | 2024-07-05 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.18 | 2.25 | $0.26 | 0.26 | 0.50 | 0.08 | 0.26 | 0.99 | 1.25 | 0.18 | $18.00 | 8.00 | 24 | 1.0 | 359.000 | 0.26 | 2024-07-04 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.18 | 2.25 | $0.26 | 0.26 | 0.41 | 0.08 | 0.26 | 0.99 | 1.25 | 0.18 | $18.00 | 8.00 | 23 | 1.0 | 359.000 | 0.26 | 2024-07-03 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.18 | 2.25 | $0.23 | 0.23 | 0.56 | 0.08 | 0.26 | 0.99 | 1.22 | 0.18 | $18.00 | 8.00 | 22 | 1.0 | 359.000 | 0.23 | 2024-07-02 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.14 | 1.75 | $0.21 | 0.21 | 0.25 | 0.08 | 0.22 | 0.99 | 1.20 | 0.14 | $14.00 | 8.00 | 21 | 7.0 | 358.000 | 0.21 | 2024-07-01 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.17 | 2.12 | $0.24 | 0.24 | 1.72 | 0.08 | 0.25 | 0.99 | 1.23 | 0.17 | $17.00 | 8.00 | 18 | 10.0 | 350.000 | 0.24 | 2024-06-28 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.24 | 3.00 | $0.31 | 0.31 | 0.16 | 0.08 | 0.32 | 0.99 | 1.30 | 0.24 | $24.00 | 8.00 | 17 | 1.0 | 349.000 | 0.31 | 2024-06-27 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.26 | 3.25 | $0.35 | 0.35 | -0.41 | 0.08 | 0.34 | 0.99 | 1.34 | 0.26 | $26.00 | 8.00 | 15 | 8.0 | 346.000 | 0.35 | 2024-06-25 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.22 | 2.75 | $0.28 | 0.28 | 0.59 | 0.08 | 0.30 | 0.99 | 1.27 | 0.22 | $22.00 | 8.00 | 14 | 28.0 | 336.000 | 0.28 | 2024-06-24 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.07 | 0.88 | $0.11 | 0.11 | 0.42 | 0.08 | 0.15 | 0.99 | 1.10 | 0.07 | $7.00 | 8.00 | 8 | 32.0 | 231.000 | 0.11 | 2024-06-18 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.09 | 1.12 | $0.16 | 0.16 | -0.16 | 0.08 | 0.17 | 0.99 | 1.15 | 0.09 | $9.00 | 8.00 | 7 | 10.0 | 231.000 | 0.16 | 2024-06-17 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.07 | 0.88 | $0.10 | 0.10 | -0.02 | 0.08 | 0.15 | 0.99 | 1.09 | 0.07 | $7.00 | 8.00 | 4 | 97.0 | 0.000 | 0.10 | 2024-06-14 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.02 | 0.25 | $0.04 | 0.04 | -0.31 | 0.08 | 0.10 | 0.99 | 1.03 | 0.02 | $2.00 | 8.00 | 3 | 1.0 | 190.000 | 0.04 | 2024-06-13 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.08 | 1.00 | $0.06 | 0.06 | -0.03 | 0.08 | 0.16 | 0.99 | 1.05 | 0.08 | $8.00 | 8.00 | 2 | 60.0 | 130.000 | 0.06 | 2024-06-12 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.01 | 0.12 | $0.04 | 0.04 | -0.03 | 0.08 | 0.09 | 0.99 | 1.03 | 0.01 | $1.00 | 8.00 | 1 | 66.0 | 78.000 | 0.04 | 2024-06-11 |
| CLOV240712C00001000 | CLOV | CALL | Long | 1.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.08 | 0.08 | 0.99 | 0.99 | 0.00 | $0.00 | 8.00 | 0 | 23.0 | 55.000 | 0.00 | 2024-06-10 |