| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-10 | FROG | FROG240621C00035000 | 35.00 | 870.0 | 246.000 | 0.436 | 0.229 | 0.4 | 1.7 | 0.010 | 1.190 | 2.480 | 1.33 | 33.56 | 2024-06-21 | CALL | Long | 0.323 | 0.386 | -0.187 |
| 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 | FROG | 0.909 | 0.076 | 0.360 | 0.158 | 0.092 | -0.020 | 31.21 | -0.175 | 0.0000 | 24.68 | 47.64 | 21 | 1y | 30.42 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-1.04 | -0.95 | $-0.57 | -0.02 | 0.51 | 1.10 | 0.06 | 33.01 | 32.44 | -1.04 | $-104.00 | 110.00 | 37 | 5.0 | 1584.000 | -0.57 | 2024-06-18 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.90 | -0.82 | $0.70 | 0.02 | 0.38 | 1.10 | 0.20 | 33.01 | 33.71 | -0.90 | $-90.00 | 110.00 | 36 | 69.0 | 1639.000 | 0.70 | 2024-06-17 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.85 | -0.77 | $0.65 | 0.02 | 0.30 | 1.10 | 0.25 | 33.01 | 33.66 | -0.85 | $-85.00 | 110.00 | 33 | 19.0 | 1649.000 | 0.65 | 2024-06-14 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.75 | -0.68 | $0.96 | 0.03 | 0.31 | 1.10 | 0.35 | 33.01 | 33.97 | -0.75 | $-75.00 | 110.00 | 32 | 73.0 | 1672.000 | 0.96 | 2024-06-13 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.50 | -0.45 | $1.29 | 0.04 | 0.33 | 1.10 | 0.60 | 33.01 | 34.30 | -0.50 | $-50.00 | 110.00 | 31 | 496.0 | 1731.000 | 1.29 | 2024-06-12 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.81 | -0.74 | $0.28 | 0.01 | 0.32 | 1.10 | 0.29 | 33.01 | 33.29 | -0.81 | $-81.00 | 110.00 | 30 | 12.0 | 1737.000 | 0.28 | 2024-06-11 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.90 | -0.82 | $-0.22 | -0.01 | 0.34 | 1.10 | 0.20 | 33.01 | 32.79 | -0.90 | $-90.00 | 110.00 | 29 | 56.0 | 1715.000 | -0.22 | 2024-06-10 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.90 | -0.82 | $-0.53 | -0.02 | 0.46 | 1.10 | 0.20 | 33.01 | 32.48 | -0.90 | $-90.00 | 110.00 | 28 | 3.0 | 1718.000 | -0.53 | 2024-06-09 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.90 | -0.82 | $-0.53 | -0.02 | 0.41 | 1.10 | 0.20 | 33.01 | 32.48 | -0.90 | $-90.00 | 110.00 | 26 | 3.0 | 1718.000 | -0.53 | 2024-06-07 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.75 | -0.68 | $-0.05 | -0.00 | 0.34 | 1.10 | 0.35 | 33.01 | 32.96 | -0.75 | $-75.00 | 110.00 | 25 | 91.0 | 1734.000 | -0.05 | 2024-06-06 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.90 | -0.82 | $-0.74 | -0.02 | 0.35 | 1.10 | 0.20 | 33.01 | 32.27 | -0.90 | $-90.00 | 110.00 | 24 | 57.0 | 1725.000 | -0.74 | 2024-06-05 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.95 | -0.86 | $-2.23 | -0.07 | 0.38 | 1.10 | 0.15 | 33.01 | 30.78 | -0.95 | $-95.00 | 110.00 | 23 | 41.0 | 1712.000 | -2.23 | 2024-06-04 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.94 | -0.85 | $-1.95 | -0.06 | 0.38 | 1.10 | 0.16 | 33.01 | 31.06 | -0.94 | $-94.00 | 110.00 | 22 | 148.0 | 1637.000 | -1.95 | 2024-06-03 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.80 | -0.73 | $-0.84 | -0.03 | 0.33 | 1.10 | 0.30 | 33.01 | 32.17 | -0.80 | $-80.00 | 110.00 | 19 | 78.0 | 1572.000 | -0.84 | 2024-05-31 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.60 | -0.55 | $-0.29 | -0.01 | 0.37 | 1.10 | 0.50 | 33.01 | 32.72 | -0.60 | $-60.00 | 110.00 | 18 | 107.0 | 1593.000 | -0.29 | 2024-05-30 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.10 | -0.09 | $1.21 | 0.04 | 0.33 | 1.10 | 1.00 | 33.01 | 34.22 | -0.10 | $-10.00 | 110.00 | 17 | 533.0 | 1901.000 | 1.21 | 2024-05-29 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.65 | -0.59 | $-0.43 | -0.01 | 0.34 | 1.10 | 0.45 | 33.01 | 32.58 | -0.65 | $-65.00 | 110.00 | 16 | 33.0 | 1892.000 | -0.43 | 2024-05-28 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.50 | -0.45 | $-0.07 | -0.00 | 0.34 | 1.10 | 0.60 | 33.01 | 32.94 | -0.50 | $-50.00 | 110.00 | 15 | 76.0 | 1871.000 | -0.07 | 2024-05-27 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.55 | -0.50 | $-0.07 | -0.00 | 0.32 | 1.10 | 0.55 | 33.01 | 32.94 | -0.55 | $-55.00 | 110.00 | 12 | 75.0 | 1871.000 | -0.07 | 2024-05-24 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.40 | -0.36 | $0.24 | 0.01 | 0.31 | 1.10 | 0.70 | 33.01 | 33.25 | -0.40 | $-40.00 | 110.00 | 11 | 194.0 | 1776.000 | 0.24 | 2024-05-23 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.25 | -0.23 | $0.45 | 0.01 | 0.31 | 1.10 | 0.85 | 33.01 | 33.46 | -0.25 | $-25.00 | 110.00 | 10 | 230.0 | 1767.000 | 0.45 | 2024-05-22 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.50 | -0.45 | $-0.57 | -0.02 | 0.31 | 1.10 | 0.60 | 33.01 | 32.44 | -0.50 | $-50.00 | 110.00 | 9 | 75.0 | 1773.000 | -0.57 | 2024-05-21 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.33 | -0.30 | $0.17 | 0.01 | 0.00 | 1.10 | 0.77 | 33.01 | 33.18 | -0.33 | $-33.00 | 110.00 | 8 | 93.0 | 0.000 | 0.17 | 2024-05-20 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.25 | -0.23 | $0.09 | 0.00 | 0.34 | 1.10 | 0.85 | 33.01 | 33.10 | -0.25 | $-25.00 | 110.00 | 7 | 136.0 | 1726.000 | 0.09 | 2024-05-19 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.25 | -0.23 | $0.09 | 0.00 | 0.34 | 1.10 | 0.85 | 33.01 | 33.10 | -0.25 | $-25.00 | 110.00 | 6 | 136.0 | 1726.000 | 0.09 | 2024-05-18 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | Exit OP PnL: $-0.28;Exit EQ PnL: 0.34; Position is Long and position continued to lose. Latest OP price is: $0.82 (EQ: $33.35). Initial OP price was: $1.10 (EQ: $33.01). Surpassed Stop Loss Percentage: -0.2545454545454545454545454545 < -0.16. | $-0.25 | -0.23 | $0.09 | 0.00 | 0.32 | 1.10 | 0.85 | 33.01 | 33.10 | -0.25 | $-25.00 | 110.00 | 5 | 136.0 | 1726.000 | 0.09 | 2024-05-17 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $0.10 | 0.09 | $0.97 | 0.03 | 0.33 | 1.10 | 1.20 | 33.01 | 33.98 | 0.10 | $10.00 | 110.00 | 3 | 143.0 | 1635.000 | 0.97 | 2024-05-15 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $-0.14 | -0.13 | $0.29 | 0.01 | 0.32 | 1.10 | 0.96 | 33.01 | 33.30 | -0.14 | $-14.00 | 110.00 | 2 | 35.0 | 1652.000 | 0.29 | 2024-05-14 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $0.35 | 0.32 | $1.09 | 0.03 | 0.36 | 1.10 | 1.45 | 33.01 | 34.10 | 0.35 | $35.00 | 110.00 | 1 | 339.0 | 1594.000 | 1.09 | 2024-05-13 |
| FROG240621C00035000 | FROG | CALL | Long | 35.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.10 | 1.10 | 33.01 | 33.01 | 0.00 | $0.00 | 110.00 | 0 | 5.0 | 1594.000 | 0.00 | 2024-05-12 |