| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-22 | GILD | GILD240223C00078000 | 78.00 | 40.0 | 1.000 | 0.289 | 0.140 | 1.1 | 1.1 | 0.010 | 2.340 | 2.350 | 2.39 | 77.73 | 2024-02-23 | CALL | Long | 0.107 | 0.153 | -0.102 |
| 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 | GILD | 0.909 | 0.039 | 0.121 | 0.063 | 0.051 | -0.047 | 92.80 | 0.209 | 0.0000 | 63.15 | 97.90 | 21 | 1y | 90.49 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.54 | -0.97 | $-5.65 | -0.07 | 0.17 | 2.63 | 0.09 | 78.43 | 72.78 | -2.54 | $-254.00 | 263.00 | 31 | 2.0 | 144.000 | -5.65 | 2024-02-22 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.54 | -0.97 | $-5.23 | -0.07 | 0.01 | 2.63 | 0.09 | 78.43 | 73.20 | -2.54 | $-254.00 | 263.00 | 30 | 2.0 | 144.000 | -5.23 | 2024-02-21 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.54 | -0.97 | $-6.39 | -0.08 | -0.02 | 2.63 | 0.09 | 78.43 | 72.04 | -2.54 | $-254.00 | 263.00 | 29 | 2.0 | 144.000 | -6.39 | 2024-02-20 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.61 | -0.99 | $-6.85 | -0.09 | 0.02 | 2.63 | 0.02 | 78.43 | 71.58 | -2.61 | $-261.00 | 263.00 | 28 | 2.0 | 146.000 | -6.85 | 2024-02-19 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.53 | -0.96 | $-4.76 | -0.06 | -0.25 | 2.63 | 0.10 | 78.43 | 73.67 | -2.53 | $-253.00 | 263.00 | 18 | 5.0 | 108.000 | -4.76 | 2024-02-09 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.49 | -0.95 | $-4.63 | -0.06 | -0.24 | 2.63 | 0.14 | 78.43 | 73.80 | -2.49 | $-249.00 | 263.00 | 17 | 1.0 | 108.000 | -4.63 | 2024-02-08 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-2.38 | -0.90 | $-4.01 | -0.05 | -0.16 | 2.63 | 0.25 | 78.43 | 74.42 | -2.38 | $-238.00 | 263.00 | 16 | 41.0 | 88.000 | -4.01 | 2024-02-07 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-0.96 | -0.37 | $-0.71 | -0.01 | -0.17 | 2.63 | 1.67 | 78.43 | 77.72 | -0.96 | $-96.00 | 263.00 | 15 | 47.0 | 51.000 | -0.71 | 2024-02-06 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-1.17 | -0.44 | $-1.72 | -0.02 | -0.44 | 2.63 | 1.46 | 78.43 | 76.71 | -1.17 | $-117.00 | 263.00 | 14 | 10.0 | 51.000 | -1.72 | 2024-02-05 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-1.11 | -0.42 | $-1.47 | -0.02 | -0.44 | 2.63 | 1.52 | 78.43 | 76.96 | -1.11 | $-111.00 | 263.00 | 13 | 1.0 | 51.000 | -1.47 | 2024-02-04 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-1.11 | -0.42 | $-1.47 | -0.02 | -0.19 | 2.63 | 1.52 | 78.43 | 76.96 | -1.11 | $-111.00 | 263.00 | 11 | 1.0 | 51.000 | -1.47 | 2024-02-02 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-0.64 | -0.24 | $-0.27 | -0.00 | -0.18 | 2.63 | 1.99 | 78.43 | 78.16 | -0.64 | $-64.00 | 263.00 | 10 | 2.0 | 49.000 | -0.27 | 2024-02-01 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $-0.10 | -0.04 | $-0.17 | -0.00 | -0.17 | 2.63 | 2.53 | 78.43 | 78.26 | -0.10 | $-10.00 | 263.00 | 9 | 4.0 | 45.000 | -0.17 | 2024-01-31 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $0.09 | 0.03 | $0.19 | 0.00 | -0.17 | 2.63 | 2.72 | 78.43 | 78.62 | 0.09 | $9.00 | 263.00 | 8 | 1.0 | 45.000 | 0.19 | 2024-01-30 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $0.09 | 0.03 | $0.64 | 0.01 | -0.18 | 2.63 | 2.72 | 78.43 | 79.07 | 0.09 | $9.00 | 263.00 | 7 | 1.0 | 46.000 | 0.64 | 2024-01-29 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $1.59 | 0.60 | $1.09 | 0.01 | -0.17 | 2.63 | 4.22 | 78.43 | 79.52 | 1.59 | $159.00 | 263.00 | 6 | 2.0 | 46.000 | 1.09 | 2024-01-28 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $1.59 | 0.60 | $1.09 | 0.01 | -0.17 | 2.63 | 4.22 | 78.43 | 79.52 | 1.59 | $159.00 | 263.00 | 5 | 2.0 | 46.000 | 1.09 | 2024-01-27 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $1.59 | 0.60 | $1.09 | 0.01 | -0.17 | 2.63 | 4.22 | 78.43 | 79.52 | 1.59 | $159.00 | 263.00 | 4 | 2.0 | 46.000 | 1.09 | 2024-01-26 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $1.59 | 0.60 | $1.80 | 0.02 | -0.17 | 2.63 | 4.22 | 78.43 | 80.23 | 1.59 | $159.00 | 263.00 | 3 | 2.0 | 48.000 | 1.80 | 2024-01-25 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.67 | 0.25 | $1.10 | 0.01 | -0.18 | 2.63 | 3.30 | 78.43 | 79.53 | 0.67 | $67.00 | 263.00 | 2 | 15.0 | 48.000 | 1.10 | 2024-01-24 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $0.24 | 0.09 | $0.53 | 0.01 | -0.16 | 2.63 | 2.87 | 78.43 | 78.96 | 0.24 | $24.00 | 263.00 | 1 | 4.0 | 43.000 | 0.53 | 2024-01-23 |
| GILD240223C00078000 | GILD | CALL | Long | 78.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.63 | 2.63 | 78.43 | 78.43 | 0.00 | $0.00 | 263.00 | 0 | 41.0 | 1.000 | 0.00 | 2024-01-22 |