| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-08 | FLYW | FLYW240621C00015000 | 15.00 | 3.0 | 8.000 | 0.691 | 0.223 | 2.3 | 0.0 | 0.010 | 2.810 | 0.500 | 1.80 | 17.24 | 2024-06-21 | CALL | Long | 0.245 | 0.301 | -0.161 |
| 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 | FLYW | 0.727 | 0.089 | 0.200 | 0.136 | 0.113 | -0.076 | 21.49 | -0.021 | 0.0000 | 15.39 | 28.85 | 21 | 1y | 18.83 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-1.85 | -0.11 | 1.08 | 1.80 | 3.10 | 17.24 | 15.39 | 1.30 | $130.00 | 180.00 | 41 | 1.0 | 7.000 | -1.85 | 2024-06-18 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-1.48 | -0.09 | 0.56 | 1.80 | 3.10 | 17.24 | 15.76 | 1.30 | $130.00 | 180.00 | 40 | 1.0 | 7.000 | -1.48 | 2024-06-17 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-1.19 | -0.07 | 0.04 | 1.80 | 3.10 | 17.24 | 16.05 | 1.30 | $130.00 | 180.00 | 37 | 1.0 | 7.000 | -1.19 | 2024-06-14 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.73 | -0.04 | 1.14 | 1.80 | 3.10 | 17.24 | 16.51 | 1.30 | $130.00 | 180.00 | 36 | 1.0 | 7.000 | -0.73 | 2024-06-13 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.34 | -0.02 | 0.75 | 1.80 | 3.10 | 17.24 | 16.90 | 1.30 | $130.00 | 180.00 | 35 | 1.0 | 7.000 | -0.34 | 2024-06-12 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.76 | -0.04 | 0.98 | 1.80 | 3.10 | 17.24 | 16.48 | 1.30 | $130.00 | 180.00 | 34 | 1.0 | 7.000 | -0.76 | 2024-06-11 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.20 | -0.01 | 0.52 | 1.80 | 3.10 | 17.24 | 17.04 | 1.30 | $130.00 | 180.00 | 33 | 1.0 | 7.000 | -0.20 | 2024-06-10 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.16 | -0.01 | 0.49 | 1.80 | 3.10 | 17.24 | 17.08 | 1.30 | $130.00 | 180.00 | 32 | 1.0 | 7.000 | -0.16 | 2024-06-09 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.16 | -0.01 | 1.35 | 1.80 | 3.10 | 17.24 | 17.08 | 1.30 | $130.00 | 180.00 | 30 | 1.0 | 7.000 | -0.16 | 2024-06-07 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.13 | 0.01 | 0.47 | 1.80 | 3.10 | 17.24 | 17.37 | 1.30 | $130.00 | 180.00 | 29 | 1.0 | 7.000 | 0.13 | 2024-06-06 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.03 | 0.00 | 0.44 | 1.80 | 3.10 | 17.24 | 17.27 | 1.30 | $130.00 | 180.00 | 28 | 1.0 | 7.000 | 0.03 | 2024-06-05 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.52 | -0.03 | -0.16 | 1.80 | 3.10 | 17.24 | 16.72 | 1.30 | $130.00 | 180.00 | 27 | 1.0 | 7.000 | -0.52 | 2024-06-04 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.15 | -0.01 | 1.12 | 1.80 | 3.10 | 17.24 | 17.09 | 1.30 | $130.00 | 180.00 | 26 | 1.0 | 7.000 | -0.15 | 2024-06-03 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.09 | -0.01 | -0.07 | 1.80 | 3.10 | 17.24 | 17.15 | 1.30 | $130.00 | 180.00 | 23 | 1.0 | 7.000 | -0.09 | 2024-05-31 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.09 | 0.01 | -0.17 | 1.80 | 3.10 | 17.24 | 17.33 | 1.30 | $130.00 | 180.00 | 22 | 1.0 | 7.000 | 0.09 | 2024-05-30 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.37 | 0.02 | 0.47 | 1.80 | 3.10 | 17.24 | 17.61 | 1.30 | $130.00 | 180.00 | 21 | 1.0 | 7.000 | 0.37 | 2024-05-29 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.96 | 0.06 | 0.41 | 1.80 | 3.10 | 17.24 | 18.20 | 1.30 | $130.00 | 180.00 | 20 | 1.0 | 7.000 | 0.96 | 2024-05-28 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $1.09 | 0.06 | 0.52 | 1.80 | 3.10 | 17.24 | 18.33 | 1.30 | $130.00 | 180.00 | 19 | 1.0 | 7.000 | 1.09 | 2024-05-27 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $1.09 | 0.06 | 0.49 | 1.80 | 3.10 | 17.24 | 18.33 | 1.30 | $130.00 | 180.00 | 16 | 1.0 | 7.000 | 1.09 | 2024-05-24 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.51 | 0.03 | 1.00 | 1.80 | 3.10 | 17.24 | 17.75 | 1.30 | $130.00 | 180.00 | 15 | 1.0 | 7.000 | 0.51 | 2024-05-23 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.11 | 0.01 | 0.15 | 1.80 | 3.10 | 17.24 | 17.35 | 1.30 | $130.00 | 180.00 | 14 | 1.0 | 7.000 | 0.11 | 2024-05-22 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.45 | -0.03 | -0.08 | 1.80 | 3.10 | 17.24 | 16.79 | 1.30 | $130.00 | 180.00 | 13 | 1.0 | 7.000 | -0.45 | 2024-05-21 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.44 | -0.03 | -0.69 | 1.80 | 3.10 | 17.24 | 16.80 | 1.30 | $130.00 | 180.00 | 12 | 1.0 | 0.000 | -0.44 | 2024-05-20 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.64 | -0.04 | -0.15 | 1.80 | 3.10 | 17.24 | 16.60 | 1.30 | $130.00 | 180.00 | 11 | 1.0 | 7.000 | -0.64 | 2024-05-19 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.64 | -0.04 | -0.16 | 1.80 | 3.10 | 17.24 | 16.60 | 1.30 | $130.00 | 180.00 | 10 | 1.0 | 7.000 | -0.64 | 2024-05-18 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.64 | -0.04 | 0.12 | 1.80 | 3.10 | 17.24 | 16.60 | 1.30 | $130.00 | 180.00 | 9 | 1.0 | 7.000 | -0.64 | 2024-05-17 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.38 | -0.02 | -0.14 | 1.80 | 3.10 | 17.24 | 16.86 | 1.30 | $130.00 | 180.00 | 7 | 1.0 | 7.000 | -0.38 | 2024-05-15 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $1.30; Exit EQ PnL: -0.54 | $1.30 | 0.72 | $-0.42 | -0.02 | -0.15 | 1.80 | 3.10 | 17.24 | 16.82 | 1.30 | $130.00 | 180.00 | 6 | 1.0 | 7.000 | -0.42 | 2024-05-14 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $-0.03 | -0.00 | -0.13 | 1.80 | 3.10 | 17.24 | 17.21 | 1.30 | $130.00 | 180.00 | 5 | 1.0 | 7.000 | -0.03 | 2024-05-13 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $1.30 | 0.72 | $0.35 | 0.02 | -0.69 | 1.80 | 3.10 | 17.24 | 17.59 | 1.30 | $130.00 | 180.00 | 4 | 1.0 | 7.000 | 0.35 | 2024-05-12 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.44 | 0.03 | -0.09 | 1.80 | 1.80 | 17.24 | 17.68 | 0.00 | $0.00 | 180.00 | 1 | 3.0 | 8.000 | 0.44 | 2024-05-09 |
| FLYW240621C00015000 | FLYW | CALL | Long | 15.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.80 | 1.80 | 17.24 | 17.24 | 0.00 | $0.00 | 180.00 | 0 | 3.0 | 8.000 | 0.00 | 2024-05-08 |