| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-21 | FWRD | FWRD240621C00012500 | 12.50 | 76.0 | 12.000 | 0.941 | 0.377 | 0.1 | 1.2 | 0.000 | 0.740 | 1.790 | 0.80 | 11.41 | 2024-06-21 | CALL | Long | 0.408 | 0.412 | -0.070 |
| 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 | FWRD | 0.727 | 0.089 | 0.315 | 0.190 | 0.089 | -0.057 | 32.09 | 0.122 | 0.0000 | 12.25 | 65.78 | 21 | 1y | 36.42 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.42 | 0.67 | 2.74 | 1.20 | 7.60 | 12.56 | 20.98 | 6.40 | $640.00 | 120.00 | 28 | 1.0 | 70.000 | 8.42 | 2024-06-18 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.94 | 0.71 | 3.03 | 1.20 | 7.60 | 12.56 | 21.50 | 6.40 | $640.00 | 120.00 | 27 | 1.0 | 70.000 | 8.94 | 2024-06-17 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.32 | 0.66 | 1.36 | 1.20 | 7.60 | 12.56 | 20.88 | 6.40 | $640.00 | 120.00 | 24 | 1.0 | 70.000 | 8.32 | 2024-06-14 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $7.66 | 0.61 | 1.33 | 1.20 | 7.60 | 12.56 | 20.22 | 6.40 | $640.00 | 120.00 | 23 | 1.0 | 70.000 | 7.66 | 2024-06-13 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.44 | 0.67 | 1.39 | 1.20 | 7.60 | 12.56 | 21.00 | 6.40 | $640.00 | 120.00 | 22 | 1.0 | 70.000 | 8.44 | 2024-06-12 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.41 | 0.67 | 1.08 | 1.20 | 7.60 | 12.56 | 20.97 | 6.40 | $640.00 | 120.00 | 21 | 1.0 | 70.000 | 8.41 | 2024-06-11 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $9.15 | 0.73 | 0.96 | 1.20 | 7.60 | 12.56 | 21.71 | 6.40 | $640.00 | 120.00 | 20 | 1.0 | 70.000 | 9.15 | 2024-06-10 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.11 | 0.65 | 1.69 | 1.20 | 7.60 | 12.56 | 20.67 | 6.40 | $640.00 | 120.00 | 19 | 1.0 | 72.000 | 8.11 | 2024-06-09 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $6.40 | 5.33 | $8.11 | 0.65 | 1.42 | 1.20 | 7.60 | 12.56 | 20.67 | 6.40 | $640.00 | 120.00 | 17 | 1.0 | 72.000 | 8.11 | 2024-06-07 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $5.90 | 4.92 | $6.79 | 0.54 | 0.82 | 1.20 | 7.10 | 12.56 | 19.35 | 5.90 | $590.00 | 120.00 | 16 | 1.0 | 72.000 | 6.79 | 2024-06-06 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $5.90 | 4.92 | $6.68 | 0.53 | 0.78 | 1.20 | 7.10 | 12.56 | 19.24 | 5.90 | $590.00 | 120.00 | 15 | 1.0 | 72.000 | 6.68 | 2024-06-05 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $5.90 | 4.92 | $6.11 | 0.49 | 0.69 | 1.20 | 7.10 | 12.56 | 18.67 | 5.90 | $590.00 | 120.00 | 14 | 1.0 | 71.000 | 6.11 | 2024-06-04 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $3.30 | 2.75 | $4.67 | 0.37 | 1.69 | 1.20 | 4.50 | 12.56 | 17.23 | 3.30 | $330.00 | 120.00 | 13 | 1.0 | 71.000 | 4.67 | 2024-06-03 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $3.30 | 2.75 | $4.24 | 0.34 | 0.85 | 1.20 | 4.50 | 12.56 | 16.80 | 3.30 | $330.00 | 120.00 | 10 | 1.0 | 71.000 | 4.24 | 2024-05-31 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $3.30 | 2.75 | $4.18 | 0.33 | 0.86 | 1.20 | 4.50 | 12.56 | 16.74 | 3.30 | $330.00 | 120.00 | 9 | 1.0 | 71.000 | 4.18 | 2024-05-30 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $1.30 | 1.08 | $1.77 | 0.14 | 0.30 | 1.20 | 2.50 | 12.56 | 14.33 | 1.30 | $130.00 | 120.00 | 8 | 21.0 | 70.000 | 1.77 | 2024-05-29 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $1.45 | 1.21 | $2.44 | 0.19 | 1.03 | 1.20 | 2.65 | 12.56 | 15.00 | 1.45 | $145.00 | 120.00 | 7 | 20.0 | 85.000 | 2.44 | 2024-05-28 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $-0.05 | -0.04 | $-0.23 | -0.02 | 0.51 | 1.20 | 1.15 | 12.56 | 12.33 | -0.05 | $-5.00 | 120.00 | 6 | 3.0 | 85.000 | -0.23 | 2024-05-27 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $-0.05 | -0.04 | $-0.23 | -0.02 | 0.28 | 1.20 | 1.15 | 12.56 | 12.33 | -0.05 | $-5.00 | 120.00 | 3 | 3.0 | 85.000 | -0.23 | 2024-05-24 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $-0.35 | -0.29 | $-0.06 | -0.00 | 0.09 | 1.20 | 0.85 | 12.56 | 12.50 | -0.35 | $-35.00 | 120.00 | 2 | 14.0 | 81.000 | -0.06 | 2024-05-23 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.05; Exit EQ PnL: -0.38 | $-0.10 | -0.08 | $-0.31 | -0.02 | 0.39 | 1.20 | 1.10 | 12.56 | 12.25 | -0.10 | $-10.00 | 120.00 | 1 | 12.0 | 90.000 | -0.31 | 2024-05-22 |
| FWRD240621C00012500 | FWRD | CALL | Long | 12.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.20 | 1.20 | 12.56 | 12.56 | 0.00 | $0.00 | 120.00 | 0 | 84.0 | 12.000 | 0.00 | 2024-05-21 |