| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-16 | CSCO | CSCO231222C00048000 | 48.00 | 902.0 | 3.000 | 0.204 | 0.118 | 0.7 | 0.5 | 0.000 | 1.170 | 0.960 | 1.05 | 48.04 | 2023-12-22 | CALL | Long | 0.079 | 0.130 | -0.098 |
| 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 | CSCO | 0.909 | 0.026 | 0.096 | 0.049 | 0.034 | -0.017 | 58.52 | 0.192 | 0.0000 | 44.74 | 60.02 | 21 | 1y | 56.79 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.75 | 0.71 | $1.66 | 0.03 | 0.13 | 1.05 | 1.80 | 48.04 | 49.70 | 0.75 | $75.00 | 105.00 | 35 | 27.0 | 753.000 | 1.66 | 2023-12-21 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $1.25 | 1.19 | $2.13 | 0.04 | 0.25 | 1.05 | 2.30 | 48.04 | 50.17 | 1.25 | $125.00 | 105.00 | 34 | 7.0 | 810.000 | 2.13 | 2023-12-20 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $1.06 | 1.01 | $2.14 | 0.04 | 0.10 | 1.05 | 2.11 | 48.04 | 50.18 | 1.06 | $106.00 | 105.00 | 33 | 54.0 | 831.000 | 2.14 | 2023-12-19 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $1.12 | 1.07 | $2.20 | 0.05 | 0.18 | 1.05 | 2.17 | 48.04 | 50.24 | 1.12 | $112.00 | 105.00 | 32 | 37.0 | 831.000 | 2.20 | 2023-12-18 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.72 | 0.69 | $1.83 | 0.04 | 0.04 | 1.05 | 1.77 | 48.04 | 49.87 | 0.72 | $72.00 | 105.00 | 30 | 20.0 | 824.000 | 1.83 | 2023-12-16 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.72 | 0.69 | $1.83 | 0.04 | 0.04 | 1.05 | 1.77 | 48.04 | 49.87 | 0.72 | $72.00 | 105.00 | 29 | 20.0 | 824.000 | 1.83 | 2023-12-15 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.58 | 0.55 | $1.40 | 0.03 | 0.01 | 1.05 | 1.63 | 48.04 | 49.44 | 0.58 | $58.00 | 105.00 | 28 | 9.0 | 825.000 | 1.40 | 2023-12-14 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.57 | 0.54 | $1.65 | 0.03 | 0.06 | 1.05 | 1.62 | 48.04 | 49.69 | 0.57 | $57.00 | 105.00 | 27 | 95.0 | 911.000 | 1.65 | 2023-12-13 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.51 | 0.49 | $1.29 | 0.03 | 0.03 | 1.05 | 1.56 | 48.04 | 49.33 | 0.51 | $51.00 | 105.00 | 26 | 98.0 | 0.000 | 1.29 | 2023-12-12 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.52 | 0.50 | $1.35 | 0.03 | 0.02 | 1.05 | 1.57 | 48.04 | 49.39 | 0.52 | $52.00 | 105.00 | 25 | 57.0 | 836.000 | 1.35 | 2023-12-11 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.13 | -0.12 | $0.34 | 0.01 | -0.02 | 1.05 | 0.92 | 48.04 | 48.38 | -0.13 | $-13.00 | 105.00 | 22 | 62.0 | 854.000 | 0.34 | 2023-12-08 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.27 | -0.26 | $0.22 | 0.00 | -0.03 | 1.05 | 0.78 | 48.04 | 48.26 | -0.27 | $-27.00 | 105.00 | 21 | 23.0 | 861.000 | 0.22 | 2023-12-07 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.45 | -0.43 | $-0.34 | -0.01 | -0.04 | 1.05 | 0.60 | 48.04 | 47.70 | -0.45 | $-45.00 | 105.00 | 20 | 0.0 | 825.000 | -0.34 | 2023-12-06 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.43 | -0.41 | $-0.11 | -0.00 | -0.03 | 1.05 | 0.62 | 48.04 | 47.93 | -0.43 | $-43.00 | 105.00 | 19 | 0.0 | 825.000 | -0.11 | 2023-12-05 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.38 | -0.36 | $0.01 | 0.00 | -0.03 | 1.05 | 0.67 | 48.04 | 48.05 | -0.38 | $-38.00 | 105.00 | 18 | 0.0 | 815.000 | 0.01 | 2023-12-04 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.01 | -0.01 | $0.43 | 0.01 | -0.01 | 1.05 | 1.04 | 48.04 | 48.47 | -0.01 | $-1.00 | 105.00 | 17 | 0.0 | 801.000 | 0.43 | 2023-12-03 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.01 | -0.01 | $0.43 | 0.01 | -0.01 | 1.05 | 1.04 | 48.04 | 48.47 | -0.01 | $-1.00 | 105.00 | 16 | 0.0 | 801.000 | 0.43 | 2023-12-02 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.01 | -0.01 | $0.43 | 0.01 | -0.03 | 1.05 | 1.04 | 48.04 | 48.47 | -0.01 | $-1.00 | 105.00 | 15 | 0.0 | 801.000 | 0.43 | 2023-12-01 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.09 | -0.09 | $0.34 | 0.01 | -0.04 | 1.05 | 0.96 | 48.04 | 48.38 | -0.09 | $-9.00 | 105.00 | 14 | 0.0 | 734.000 | 0.34 | 2023-11-30 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.10 | -0.10 | $0.01 | 0.00 | -0.03 | 1.05 | 0.95 | 48.04 | 48.05 | -0.10 | $-10.00 | 105.00 | 13 | 0.0 | 717.000 | 0.01 | 2023-11-29 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.17 | -0.16 | $-0.19 | -0.00 | -0.03 | 1.05 | 0.88 | 48.04 | 47.85 | -0.17 | $-17.00 | 105.00 | 12 | 0.0 | 716.000 | -0.19 | 2023-11-28 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.33 | -0.31 | $-0.14 | -0.00 | -0.03 | 1.05 | 0.72 | 48.04 | 47.90 | -0.33 | $-33.00 | 105.00 | 11 | 0.0 | 716.000 | -0.14 | 2023-11-27 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.06 | 0.06 | $0.32 | 0.01 | -0.04 | 1.05 | 1.11 | 48.04 | 48.36 | 0.06 | $6.00 | 105.00 | 8 | 0.0 | 502.000 | 0.32 | 2023-11-24 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.02 | 0.02 | $0.04 | 0.00 | -0.20 | 1.05 | 1.07 | 48.04 | 48.08 | 0.02 | $2.00 | 105.00 | 7 | 0.0 | 502.000 | 0.04 | 2023-11-23 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.18 | -0.17 | $-0.07 | -0.00 | -0.03 | 1.05 | 0.87 | 48.04 | 47.97 | -0.18 | $-18.00 | 105.00 | 6 | 0.0 | 503.000 | -0.07 | 2023-11-22 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | Exit OP PnL: $-0.19;Exit EQ PnL: -0.16; Position is Long and position continued to lose. Latest OP price is: $0.86 (EQ: $47.88). Initial OP price was: $1.05 (EQ: $48.04). Surpassed Stop Loss Percentage: -0.1809523809523809523809523810 < -0.16. | $-0.18 | -0.17 | $-0.24 | -0.00 | -0.02 | 1.05 | 0.87 | 48.04 | 47.80 | -0.18 | $-18.00 | 105.00 | 5 | 0.0 | 505.000 | -0.24 | 2023-11-21 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.13 | 0.12 | $0.23 | 0.00 | -0.01 | 1.05 | 1.18 | 48.04 | 48.27 | 0.13 | $13.00 | 105.00 | 4 | 0.0 | 497.000 | 0.23 | 2023-11-20 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.05 | -0.05 | $-0.28 | -0.01 | -0.02 | 1.05 | 1.00 | 48.04 | 47.76 | -0.05 | $-5.00 | 105.00 | 3 | 0.0 | 519.000 | -0.28 | 2023-11-19 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $-0.05 | -0.05 | $-0.28 | -0.01 | -0.02 | 1.05 | 1.00 | 48.04 | 47.76 | -0.05 | $-5.00 | 105.00 | 1 | 0.0 | 519.000 | -0.28 | 2023-11-17 |
| CSCO231222C00048000 | CSCO | CALL | Long | 48.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.05 | 1.05 | 48.04 | 48.04 | 0.00 | $0.00 | 105.00 | 0 | 0.0 | 3.000 | 0.00 | 2023-11-16 |