| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-08-08 | FROG | FROG240920C00025000 | 25.00 | 851.0 | 18.000 | 0.533 | 0.364 | 1.0 | 1.2 | 0.040 | 1.510 | 1.710 | 1.54 | 24.68 | 2024-09-20 | CALL | Long | 0.288 | 0.432 | -0.275 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.86 | 1.21 | $3.70 | 0.15 | 0.79 | 1.54 | 3.40 | 24.68 | 28.38 | 1.86 | $186.00 | 154.00 | 42 | 5.0 | 827.000 | 3.70 | 2024-09-19 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.86 | 1.21 | $3.49 | 0.14 | 0.72 | 1.54 | 3.40 | 24.68 | 28.17 | 1.86 | $186.00 | 154.00 | 41 | 3.0 | 830.000 | 3.49 | 2024-09-18 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.96 | 1.27 | $3.46 | 0.14 | 0.60 | 1.54 | 3.50 | 24.68 | 28.14 | 1.96 | $196.00 | 154.00 | 40 | 17.0 | 840.000 | 3.46 | 2024-09-17 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.33 | 0.86 | $3.46 | 0.14 | 0.14 | 1.54 | 2.87 | 24.68 | 28.14 | 1.33 | $133.00 | 154.00 | 39 | 11.0 | 842.000 | 3.46 | 2024-09-16 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.56 | 1.01 | $3.31 | 0.13 | 0.16 | 1.54 | 3.10 | 24.68 | 27.99 | 1.56 | $156.00 | 154.00 | 37 | 5.0 | 842.000 | 3.31 | 2024-09-14 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.56 | 1.01 | $3.31 | 0.13 | -0.02 | 1.54 | 3.10 | 24.68 | 27.99 | 1.56 | $156.00 | 154.00 | 36 | 5.0 | 842.000 | 3.31 | 2024-09-13 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.56 | 1.01 | $3.22 | 0.13 | 0.00 | 1.54 | 3.10 | 24.68 | 27.90 | 1.56 | $156.00 | 154.00 | 35 | 5.0 | 842.000 | 3.22 | 2024-09-12 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.35 | 0.88 | $3.06 | 0.12 | -0.23 | 1.54 | 2.89 | 24.68 | 27.74 | 1.35 | $135.00 | 154.00 | 34 | 10.0 | 844.000 | 3.06 | 2024-09-11 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.85 | 1.20 | $3.10 | 0.13 | 0.23 | 1.54 | 3.39 | 24.68 | 27.78 | 1.85 | $185.00 | 154.00 | 33 | 8.0 | 844.000 | 3.10 | 2024-09-10 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $2.26 | 1.47 | $3.43 | 0.14 | 0.05 | 1.54 | 3.80 | 24.68 | 28.11 | 2.26 | $226.00 | 154.00 | 32 | 2.0 | 844.000 | 3.43 | 2024-09-09 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.31 | 0.85 | $2.68 | 0.11 | 0.13 | 1.54 | 2.85 | 24.68 | 27.36 | 1.31 | $131.00 | 154.00 | 31 | 6.0 | 844.000 | 2.68 | 2024-09-08 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.20 | 0.78 | $2.68 | 0.11 | 0.20 | 1.54 | 2.74 | 24.68 | 27.36 | 1.20 | $120.00 | 154.00 | 29 | 1.0 | 844.000 | 2.68 | 2024-09-06 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $2.06 | 1.34 | $3.72 | 0.15 | 0.22 | 1.54 | 3.60 | 24.68 | 28.40 | 2.06 | $206.00 | 154.00 | 28 | 2.0 | 846.000 | 3.72 | 2024-09-05 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $3.06 | 1.99 | $3.93 | 0.16 | 0.08 | 1.54 | 4.60 | 24.68 | 28.61 | 3.06 | $306.00 | 154.00 | 27 | 37.0 | 848.000 | 3.93 | 2024-09-04 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.46 | 0.95 | $3.08 | 0.12 | -0.02 | 1.54 | 3.00 | 24.68 | 27.76 | 1.46 | $146.00 | 154.00 | 23 | 5.0 | 1099.000 | 3.08 | 2024-08-31 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.37 | 0.89 | $3.08 | 0.12 | 0.01 | 1.54 | 2.91 | 24.68 | 27.76 | 1.37 | $137.00 | 154.00 | 22 | 2.0 | 1099.000 | 3.08 | 2024-08-30 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $2.02 | 1.31 | $3.07 | 0.12 | -0.05 | 1.54 | 3.56 | 24.68 | 27.75 | 2.02 | $202.00 | 154.00 | 21 | 32.0 | 1120.000 | 3.07 | 2024-08-29 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.42 | 0.92 | $2.66 | 0.11 | -0.03 | 1.54 | 2.96 | 24.68 | 27.34 | 1.42 | $142.00 | 154.00 | 20 | 21.0 | 1137.000 | 2.66 | 2024-08-28 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.52 | 0.34 | $2.22 | 0.09 | -0.53 | 1.54 | 2.06 | 24.68 | 26.90 | 0.52 | $52.00 | 154.00 | 19 | 42.0 | 1159.000 | 2.22 | 2024-08-27 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.52 | 0.34 | $1.92 | 0.08 | 0.04 | 1.54 | 2.06 | 24.68 | 26.60 | 0.52 | $52.00 | 154.00 | 18 | 42.0 | 1147.000 | 1.92 | 2024-08-26 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.51 | 0.33 | $1.83 | 0.07 | -0.10 | 1.54 | 2.05 | 24.68 | 26.51 | 0.51 | $51.00 | 154.00 | 17 | 8.0 | 1152.000 | 1.83 | 2024-08-25 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.51 | 0.33 | $1.83 | 0.07 | -0.11 | 1.54 | 2.05 | 24.68 | 26.51 | 0.51 | $51.00 | 154.00 | 16 | 8.0 | 1152.000 | 1.83 | 2024-08-24 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.51 | 0.33 | $1.83 | 0.07 | -0.14 | 1.54 | 2.05 | 24.68 | 26.51 | 0.51 | $51.00 | 154.00 | 15 | 8.0 | 1152.000 | 1.83 | 2024-08-23 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.16 | 0.10 | $1.35 | 0.05 | -0.12 | 1.54 | 1.70 | 24.68 | 26.03 | 0.16 | $16.00 | 154.00 | 14 | 29.0 | 1166.000 | 1.35 | 2024-08-22 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.16 | 0.75 | $2.47 | 0.10 | -0.10 | 1.54 | 2.70 | 24.68 | 27.15 | 1.16 | $116.00 | 154.00 | 13 | 30.0 | 1193.000 | 2.47 | 2024-08-21 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.21 | 0.79 | $2.66 | 0.11 | -0.03 | 1.54 | 2.75 | 24.68 | 27.34 | 1.21 | $121.00 | 154.00 | 12 | 46.0 | 1208.000 | 2.66 | 2024-08-20 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.46 | 0.95 | $2.77 | 0.11 | -0.09 | 1.54 | 3.00 | 24.68 | 27.45 | 1.46 | $146.00 | 154.00 | 11 | 1499.0 | 2099.000 | 2.77 | 2024-08-19 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.26 | 0.82 | $2.47 | 0.10 | -0.08 | 1.54 | 2.80 | 24.68 | 27.15 | 1.26 | $126.00 | 154.00 | 10 | 351.0 | 2358.000 | 2.47 | 2024-08-18 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.26 | 0.82 | $2.47 | 0.10 | -0.09 | 1.54 | 2.80 | 24.68 | 27.15 | 1.26 | $126.00 | 154.00 | 9 | 351.0 | 2358.000 | 2.47 | 2024-08-17 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $1.26 | 0.82 | $2.47 | 0.10 | -0.08 | 1.54 | 2.80 | 24.68 | 27.15 | 1.26 | $126.00 | 154.00 | 8 | 351.0 | 2358.000 | 2.47 | 2024-08-16 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.96 | 0.62 | $2.04 | 0.08 | -0.08 | 1.54 | 2.50 | 24.68 | 26.72 | 0.96 | $96.00 | 154.00 | 7 | 194.0 | 2510.000 | 2.04 | 2024-08-15 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.49 | 0.32 | $1.22 | 0.05 | -0.06 | 1.54 | 2.03 | 24.68 | 25.90 | 0.49 | $49.00 | 154.00 | 6 | 320.0 | 2354.000 | 1.22 | 2024-08-14 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.91 | 0.59 | $1.84 | 0.07 | -0.05 | 1.54 | 2.45 | 24.68 | 26.52 | 0.91 | $91.00 | 154.00 | 5 | 2537.0 | 512.000 | 1.84 | 2024-08-13 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.56 | 0.36 | $1.22 | 0.05 | -0.05 | 1.54 | 2.10 | 24.68 | 25.90 | 0.56 | $56.00 | 154.00 | 4 | 35.0 | 486.000 | 1.22 | 2024-08-12 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.71 | 0.46 | $1.46 | 0.06 | -0.04 | 1.54 | 2.25 | 24.68 | 26.14 | 0.71 | $71.00 | 154.00 | 1 | 190.0 | 615.000 | 1.46 | 2024-08-09 |
| FROG240920C00025000 | FROG | CALL | Long | 25.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.54 | 1.54 | 24.68 | 24.68 | 0.00 | $0.00 | 154.00 | 0 | 851.0 | 18.000 | 0.00 | 2024-08-08 |