| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-07 | CLOV | CLOV241213C00004500 | 4.50 | 14.0 | 34.000 | 1.031 | 0.381 | 0.0 | 0.8 | 0.010 | 0.200 | 1.010 | 0.15 | 3.67 | 2024-12-13 | CALL | Long | 0.499 | 0.532 | -0.156 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.67 | -0.18 | 1.59 | 0.15 | 0.01 | 3.67 | 3.00 | -0.14 | $-14.00 | 15.00 | 35 | 1.0 | 609.000 | -0.67 | 2024-12-12 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.55 | -0.15 | 0.91 | 0.15 | 0.01 | 3.67 | 3.12 | -0.14 | $-14.00 | 15.00 | 34 | 1.0 | 609.000 | -0.55 | 2024-12-11 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.50 | -0.14 | 0.59 | 0.15 | 0.01 | 3.67 | 3.17 | -0.14 | $-14.00 | 15.00 | 33 | 1.0 | 609.000 | -0.50 | 2024-12-10 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.37 | -0.10 | 0.28 | 0.15 | 0.01 | 3.67 | 3.30 | -0.14 | $-14.00 | 15.00 | 32 | 1.0 | 609.000 | -0.37 | 2024-12-09 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.31 | -0.08 | 1.42 | 0.15 | 0.01 | 3.67 | 3.36 | -0.14 | $-14.00 | 15.00 | 31 | 101.0 | 508.000 | -0.31 | 2024-12-08 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.31 | -0.08 | 0.44 | 0.15 | 0.01 | 3.67 | 3.36 | -0.14 | $-14.00 | 15.00 | 29 | 101.0 | 508.000 | -0.31 | 2024-12-06 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.25 | -0.07 | -0.16 | 0.15 | 0.01 | 3.67 | 3.42 | -0.14 | $-14.00 | 15.00 | 28 | 101.0 | 508.000 | -0.25 | 2024-12-05 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.14 | -0.93 | $-0.24 | -0.07 | -0.22 | 0.15 | 0.01 | 3.67 | 3.43 | -0.14 | $-14.00 | 15.00 | 27 | 101.0 | 509.000 | -0.24 | 2024-12-04 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.13 | -0.87 | $-0.27 | -0.07 | -0.22 | 0.15 | 0.02 | 3.67 | 3.40 | -0.13 | $-13.00 | 15.00 | 26 | 12.0 | 514.000 | -0.27 | 2024-12-03 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.13 | -0.87 | $-0.24 | -0.07 | -0.09 | 0.15 | 0.02 | 3.67 | 3.43 | -0.13 | $-13.00 | 15.00 | 25 | 3.0 | 514.000 | -0.24 | 2024-12-02 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.19 | -0.05 | -0.53 | 0.15 | 0.03 | 3.67 | 3.48 | -0.12 | $-12.00 | 15.00 | 24 | 200.0 | 0.000 | -0.19 | 2024-12-01 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.19 | -0.05 | -0.16 | 0.15 | 0.03 | 3.67 | 3.48 | -0.12 | $-12.00 | 15.00 | 23 | 200.0 | 0.000 | -0.19 | 2024-11-30 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.13 | -0.87 | $-0.25 | -0.07 | -0.09 | 0.15 | 0.02 | 3.67 | 3.42 | -0.13 | $-13.00 | 15.00 | 21 | 2.0 | 393.000 | -0.25 | 2024-11-28 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.27 | -0.07 | -0.12 | 0.15 | 0.03 | 3.67 | 3.40 | -0.12 | $-12.00 | 15.00 | 20 | 20.0 | 393.000 | -0.27 | 2024-11-27 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.27 | -0.07 | -0.16 | 0.15 | 0.03 | 3.67 | 3.40 | -0.12 | $-12.00 | 15.00 | 19 | 20.0 | 373.000 | -0.27 | 2024-11-26 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.11 | -0.73 | $-0.18 | -0.05 | -0.17 | 0.15 | 0.04 | 3.67 | 3.49 | -0.11 | $-11.00 | 15.00 | 18 | 51.0 | 335.000 | -0.18 | 2024-11-25 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.11 | -0.73 | $-0.30 | -0.08 | -0.05 | 0.15 | 0.04 | 3.67 | 3.37 | -0.11 | $-11.00 | 15.00 | 17 | 210.0 | 171.000 | -0.30 | 2024-11-24 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.11 | -0.73 | $-0.30 | -0.08 | -0.09 | 0.15 | 0.04 | 3.67 | 3.37 | -0.11 | $-11.00 | 15.00 | 16 | 210.0 | 171.000 | -0.30 | 2024-11-23 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.11 | -0.73 | $-0.30 | -0.08 | -0.12 | 0.15 | 0.04 | 3.67 | 3.37 | -0.11 | $-11.00 | 15.00 | 15 | 210.0 | 171.000 | -0.30 | 2024-11-22 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.10 | -0.67 | $-0.31 | -0.08 | -0.13 | 0.15 | 0.05 | 3.67 | 3.36 | -0.10 | $-10.00 | 15.00 | 14 | 10.0 | 170.000 | -0.31 | 2024-11-21 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.10 | -0.67 | $-0.32 | -0.09 | -0.14 | 0.15 | 0.05 | 3.67 | 3.35 | -0.10 | $-10.00 | 15.00 | 13 | 1.0 | 169.000 | -0.32 | 2024-11-20 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.10 | -0.67 | $-0.39 | -0.11 | 0.11 | 0.15 | 0.05 | 3.67 | 3.28 | -0.10 | $-10.00 | 15.00 | 12 | 19.0 | 169.000 | -0.39 | 2024-11-19 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.10 | -0.67 | $-0.46 | -0.13 | -0.09 | 0.15 | 0.05 | 3.67 | 3.21 | -0.10 | $-10.00 | 15.00 | 11 | 19.0 | 163.000 | -0.46 | 2024-11-18 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.63 | -0.17 | 0.09 | 0.15 | 0.03 | 3.67 | 3.04 | -0.12 | $-12.00 | 15.00 | 10 | 20.0 | 152.000 | -0.63 | 2024-11-17 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.63 | -0.17 | 0.08 | 0.15 | 0.03 | 3.67 | 3.04 | -0.12 | $-12.00 | 15.00 | 9 | 20.0 | 152.000 | -0.63 | 2024-11-16 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.12 | -0.80 | $-0.63 | -0.17 | 0.03 | 0.15 | 0.03 | 3.67 | 3.04 | -0.12 | $-12.00 | 15.00 | 8 | 20.0 | 152.000 | -0.63 | 2024-11-15 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.06 | -0.40 | $-0.59 | -0.16 | 0.38 | 0.15 | 0.09 | 3.67 | 3.08 | -0.06 | $-6.00 | 15.00 | 7 | 1.0 | 152.000 | -0.59 | 2024-11-14 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.08 | -0.53 | $-0.51 | -0.14 | -0.13 | 0.15 | 0.07 | 3.67 | 3.16 | -0.08 | $-8.00 | 15.00 | 6 | 7.0 | 147.000 | -0.51 | 2024-11-13 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.08 | -0.53 | $-0.42 | -0.11 | 0.00 | 0.15 | 0.07 | 3.67 | 3.25 | -0.08 | $-8.00 | 15.00 | 5 | 20.0 | 137.000 | -0.42 | 2024-11-12 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.07 | -0.47 | $-0.34 | -0.09 | -0.09 | 0.15 | 0.08 | 3.67 | 3.33 | -0.07 | $-7.00 | 15.00 | 4 | 93.0 | 52.000 | -0.34 | 2024-11-11 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.06 | -0.40 | $-0.26 | -0.07 | 0.09 | 0.15 | 0.09 | 3.67 | 3.41 | -0.06 | $-6.00 | 15.00 | 3 | 22.0 | 35.000 | -0.26 | 2024-11-10 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $-0.06 | -0.40 | $-0.26 | -0.07 | 0.07 | 0.15 | 0.09 | 3.67 | 3.41 | -0.06 | $-6.00 | 15.00 | 2 | 22.0 | 35.000 | -0.26 | 2024-11-09 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | None | $0.00 | 0.00 | $-0.29 | -0.08 | -0.20 | 0.15 | 0.15 | 3.67 | 3.38 | 0.00 | $0.00 | 15.00 | 1 | 14.0 | 35.000 | -0.29 | 2024-11-08 |
| CLOV241213C00004500 | CLOV | CALL | Long | 4.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.15 | 0.15 | 3.67 | 3.67 | 0.00 | $0.00 | 15.00 | 0 | 14.0 | 34.000 | 0.00 | 2024-11-07 |