| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-11 | GL | GL240517C00085000 | 85.00 | 624.0 | 7.000 | 1.588 | 0.767 | 0.1 | 35.5 | 0.360 | 2.020 | 37.460 | 2.63 | 49.17 | 2024-05-17 | CALL | Long | 0.091 | 0.767 | -0.531 |
| 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 | GL | 1.000 | 0.033 | 0.818 | 0.137 | 0.051 | -0.037 | 105.82 | 0.178 | 0.0000 | 49.17 | 128.40 | 21 | 1y | 108.09 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.57 | 0.22 | $38.61 | 0.79 | -1.06 | 2.63 | 3.20 | 49.17 | 87.78 | 0.57 | $57.00 | 263.00 | 34 | 280.0 | 1060.000 | 38.61 | 2024-05-15 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $1.47 | 0.56 | $39.39 | 0.80 | -1.08 | 2.63 | 4.10 | 49.17 | 88.56 | 1.47 | $147.00 | 263.00 | 33 | 195.0 | 1104.000 | 39.39 | 2024-05-14 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-0.69 | -0.26 | $35.97 | 0.73 | -1.08 | 2.63 | 1.94 | 49.17 | 85.14 | -0.69 | $-69.00 | 263.00 | 32 | 355.0 | 1101.000 | 35.97 | 2024-05-13 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $1.07 | 0.41 | $37.33 | 0.76 | -1.59 | 2.63 | 3.70 | 49.17 | 86.50 | 1.07 | $107.00 | 263.00 | 31 | 57.0 | 1101.000 | 37.33 | 2024-05-12 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.02 | 0.01 | $37.42 | 0.76 | -1.19 | 2.63 | 2.65 | 49.17 | 86.59 | 0.02 | $2.00 | 263.00 | 29 | 14.0 | 1111.000 | 37.42 | 2024-05-10 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $1.61 | 0.61 | $37.74 | 0.77 | -1.05 | 2.63 | 4.24 | 49.17 | 86.91 | 1.61 | $161.00 | 263.00 | 28 | 23.0 | 1126.000 | 37.74 | 2024-05-09 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $2.27 | 0.86 | $40.34 | 0.82 | -1.04 | 2.63 | 4.90 | 49.17 | 89.51 | 2.27 | $227.00 | 263.00 | 27 | 365.0 | 1356.000 | 40.34 | 2024-05-08 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.12 | 0.05 | $35.99 | 0.73 | -1.12 | 2.63 | 2.75 | 49.17 | 85.16 | 0.12 | $12.00 | 263.00 | 26 | 295.0 | 1402.000 | 35.99 | 2024-05-07 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.10 | -0.42 | $28.94 | 0.59 | -1.46 | 2.63 | 1.53 | 49.17 | 78.11 | -1.10 | $-110.00 | 263.00 | 22 | 65.0 | 1394.000 | 28.94 | 2024-05-03 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.10 | -0.42 | $30.11 | 0.61 | -1.04 | 2.63 | 1.53 | 49.17 | 79.28 | -1.10 | $-110.00 | 263.00 | 21 | 65.0 | 1384.000 | 30.11 | 2024-05-02 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.87 | 0.33 | $28.94 | 0.59 | -0.74 | 2.63 | 3.50 | 49.17 | 78.11 | 0.87 | $87.00 | 263.00 | 18 | 20.0 | 1447.000 | 28.94 | 2024-04-29 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.17 | 0.06 | $26.58 | 0.54 | -0.81 | 2.63 | 2.80 | 49.17 | 75.75 | 0.17 | $17.00 | 263.00 | 15 | 445.0 | 1446.000 | 26.58 | 2024-04-26 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-0.43 | -0.16 | $26.35 | 0.54 | -0.86 | 2.63 | 2.20 | 49.17 | 75.52 | -0.43 | $-43.00 | 263.00 | 14 | 420.0 | 1538.000 | 26.35 | 2024-04-25 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.57 | 0.22 | $29.43 | 0.60 | -0.88 | 2.63 | 3.20 | 49.17 | 78.60 | 0.57 | $57.00 | 263.00 | 13 | 954.0 | 1626.000 | 29.43 | 2024-04-24 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-0.43 | -0.16 | $26.67 | 0.54 | -0.92 | 2.63 | 2.20 | 49.17 | 75.84 | -0.43 | $-43.00 | 263.00 | 12 | 2032.0 | 1045.000 | 26.67 | 2024-04-23 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.18 | -0.45 | $17.22 | 0.35 | -0.72 | 2.63 | 1.45 | 49.17 | 66.39 | -1.18 | $-118.00 | 263.00 | 11 | 686.0 | 1275.000 | 17.22 | 2024-04-22 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.73 | -0.66 | $17.57 | 0.36 | -0.80 | 2.63 | 0.90 | 49.17 | 66.74 | -1.73 | $-173.00 | 263.00 | 8 | 103.0 | 1246.000 | 17.57 | 2024-04-19 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.38 | -0.52 | $15.81 | 0.32 | -0.73 | 2.63 | 1.25 | 49.17 | 64.98 | -1.38 | $-138.00 | 263.00 | 7 | 386.0 | 1221.000 | 15.81 | 2024-04-18 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.58 | -0.60 | $14.06 | 0.29 | -0.73 | 2.63 | 1.05 | 49.17 | 63.23 | -1.58 | $-158.00 | 263.00 | 6 | 126.0 | 1212.000 | 14.06 | 2024-04-17 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-1.78 | -0.68 | $10.80 | 0.22 | -0.69 | 2.63 | 0.85 | 49.17 | 59.97 | -1.78 | $-178.00 | 263.00 | 5 | 402.0 | 883.000 | 10.80 | 2024-04-16 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $-2.21 | -0.84 | $6.65 | 0.14 | -0.73 | 2.63 | 0.42 | 49.17 | 55.82 | -2.21 | $-221.00 | 263.00 | 4 | 610.0 | 432.000 | 6.65 | 2024-04-15 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | Underlying has moved in favorable position (0.1645312182224933902786251780) however, position is suffering from IV crush;Exit OP PnL: $-0.41;Exit EQ PnL: 8.09 | $-0.88 | -0.33 | $9.92 | 0.20 | -0.50 | 2.63 | 1.75 | 49.17 | 59.09 | -0.88 | $-88.00 | 263.00 | 1 | 460.0 | 370.000 | 9.92 | 2024-04-12 |
| GL240517C00085000 | GL | CALL | Long | 85.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 2.63 | 2.63 | 49.17 | 49.17 | 0.00 | $0.00 | 263.00 | 0 | 624.0 | 7.000 | 0.00 | 2024-04-11 |