| 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 | FCEL | FCEL240712C00001000 | 1.00 | 88.0 | 285.000 | 1.391 | 0.474 | 0.1 | 0.1 | 0.000 | 0.170 | 0.170 | 0.16 | 1.00 | 2024-07-12 | CALL | Short | 0.485 | 0.500 | 0.125 |
| 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 | FCEL | 0.818 | 0.154 | 0.436 | 0.264 | 0.326 | -0.110 | 10.54 | -0.872 | 0.0000 | 5.70 | 53.40 | 21 | 1y | 9.10 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.33 | 0.34 | 2.41 | 0.14 | 0.01 | 0.98 | 0.65 | 0.13 | $13.00 | 98.00 | 31 | 152.0 | 4239.000 | 0.33 | 2024-07-11 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.38 | 0.39 | 2.41 | 0.14 | 0.01 | 0.98 | 0.60 | 0.13 | $13.00 | 98.00 | 30 | 1.0 | 4238.000 | 0.38 | 2024-07-10 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.35 | 0.36 | 1.66 | 0.14 | 0.01 | 0.98 | 0.63 | 0.13 | $13.00 | 98.00 | 29 | 4.0 | 4237.000 | 0.35 | 2024-07-09 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.34 | 0.35 | 1.28 | 0.14 | 0.01 | 0.98 | 0.64 | 0.13 | $13.00 | 98.00 | 28 | 186.0 | 4070.000 | 0.34 | 2024-07-08 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.35 | 0.36 | 0.78 | 0.14 | 0.01 | 0.98 | 0.63 | 0.13 | $13.00 | 98.00 | 25 | 51.0 | 4062.000 | 0.35 | 2024-07-05 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.32 | 0.33 | 0.53 | 0.14 | 0.01 | 0.98 | 0.66 | 0.13 | $13.00 | 98.00 | 24 | 672.0 | 3563.000 | 0.32 | 2024-07-04 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.32 | 0.33 | 0.53 | 0.14 | 0.01 | 0.98 | 0.66 | 0.13 | $13.00 | 98.00 | 23 | 672.0 | 3563.000 | 0.32 | 2024-07-03 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.38 | 0.39 | 0.66 | 0.14 | 0.01 | 0.98 | 0.60 | 0.13 | $13.00 | 98.00 | 22 | 19.0 | 3565.000 | 0.38 | 2024-07-02 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.37 | 0.38 | 1.03 | 0.14 | 0.01 | 0.98 | 0.61 | 0.13 | $13.00 | 98.00 | 21 | 2468.0 | 1505.000 | 0.37 | 2024-07-01 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.34 | 0.35 | 0.72 | 0.14 | 0.01 | 0.98 | 0.64 | 0.13 | $13.00 | 98.00 | 18 | 149.0 | 1443.000 | 0.34 | 2024-06-28 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.34 | 0.35 | 0.66 | 0.14 | 0.01 | 0.98 | 0.64 | 0.13 | $13.00 | 98.00 | 17 | 503.0 | 1055.000 | 0.34 | 2024-06-27 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.12 | 0.86 | $0.32 | 0.33 | 0.41 | 0.14 | 0.02 | 0.98 | 0.66 | 0.12 | $12.00 | 98.00 | 15 | 33.0 | 1020.000 | 0.32 | 2024-06-25 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.13 | 0.93 | $0.30 | 0.31 | 0.34 | 0.14 | 0.01 | 0.98 | 0.68 | 0.13 | $13.00 | 98.00 | 14 | 422.0 | 648.000 | 0.30 | 2024-06-24 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.10 | 0.71 | $0.21 | 0.21 | 0.16 | 0.14 | 0.04 | 0.98 | 0.77 | 0.10 | $10.00 | 98.00 | 8 | 35.0 | 529.000 | 0.21 | 2024-06-18 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.09 | 0.64 | $0.18 | 0.18 | 0.03 | 0.14 | 0.05 | 0.98 | 0.80 | 0.09 | $9.00 | 98.00 | 7 | 248.0 | 426.000 | 0.18 | 2024-06-17 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.08 | 0.57 | $0.16 | 0.16 | 0.31 | 0.14 | 0.06 | 0.98 | 0.82 | 0.08 | $8.00 | 98.00 | 4 | 103.0 | 330.000 | 0.16 | 2024-06-14 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.05 | 0.36 | $0.09 | 0.09 | 0.00 | 0.14 | 0.09 | 0.98 | 0.89 | 0.05 | $5.00 | 98.00 | 3 | 6.0 | 331.000 | 0.09 | 2024-06-13 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.05 | 0.36 | $0.04 | 0.04 | 0.05 | 0.14 | 0.09 | 0.98 | 0.94 | 0.05 | $5.00 | 98.00 | 2 | 221.0 | 312.000 | 0.04 | 2024-06-12 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $0.05 | 0.36 | $0.06 | 0.06 | -0.03 | 0.14 | 0.09 | 0.98 | 0.92 | 0.05 | $5.00 | 98.00 | 1 | 3.0 | 309.000 | 0.06 | 2024-06-11 |
| FCEL240712C00001000 | FCEL | CALL | Short | 1.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.14 | 0.14 | 0.98 | 0.98 | -0.00 | $-0.00 | 98.00 | 0 | 99.0 | 285.000 | -0.00 | 2024-06-10 |