| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-10 | ESPR | ESPR250117C00003500 | 3.50 | 328.0 | 3202.000 | 0.945 | 0.392 | 0.1 | 0.3 | 0.010 | 0.290 | 0.520 | 0.35 | 3.24 | 2025-01-17 | CALL | Long | 0.417 | 0.484 | -0.206 |
| 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 | ESPR | 0.909 | 0.172 | 0.428 | 0.256 | 0.421 | 0.205 | 2.46 | -1.799 | 0.0000 | 1.61 | 3.83 | 21 | 1y | 2.14 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.20 | -0.80 | $-0.85 | -0.28 | 0.38 | 0.25 | 0.05 | 3.04 | 2.19 | -0.20 | $-20.00 | 25.00 | 10 | 2.0 | 3521.000 | -0.85 | 2024-12-20 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.20 | -0.80 | $-0.87 | -0.29 | 0.20 | 0.25 | 0.05 | 3.04 | 2.17 | -0.20 | $-20.00 | 25.00 | 9 | 2.0 | 3521.000 | -0.87 | 2024-12-19 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.20 | -0.80 | $-0.88 | -0.29 | 0.36 | 0.25 | 0.05 | 3.04 | 2.16 | -0.20 | $-20.00 | 25.00 | 8 | 2.0 | 3523.000 | -0.88 | 2024-12-18 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.17 | -0.68 | $-0.58 | -0.19 | 0.03 | 0.25 | 0.08 | 3.04 | 2.46 | -0.17 | $-17.00 | 25.00 | 7 | 19.0 | 3522.000 | -0.58 | 2024-12-17 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.15 | -0.60 | $-0.71 | -0.23 | 0.14 | 0.25 | 0.10 | 3.04 | 2.33 | -0.15 | $-15.00 | 25.00 | 6 | 112.0 | 3410.000 | -0.71 | 2024-12-16 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.20 | -0.80 | $-0.79 | -0.26 | -0.16 | 0.25 | 0.05 | 3.04 | 2.25 | -0.20 | $-20.00 | 25.00 | 3 | 337.0 | 3232.000 | -0.79 | 2024-12-13 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.12 | -0.48 | $-0.49 | -0.16 | 0.08 | 0.25 | 0.13 | 3.04 | 2.55 | -0.12 | $-12.00 | 25.00 | 2 | 178.0 | 3370.000 | -0.49 | 2024-12-12 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | None | $-0.09 | -0.36 | $-0.35 | -0.12 | 0.01 | 0.25 | 0.16 | 3.04 | 2.69 | -0.09 | $-9.00 | 25.00 | 1 | 49.0 | 3367.000 | -0.35 | 2024-12-11 |
| ESPR250117C00003500 | ESPR | CALL | Long | 3.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.25 | 0.25 | 3.04 | 3.04 | 0.00 | $0.00 | 25.00 | 0 | 465.0 | 3202.000 | 0.00 | 2024-12-10 |