| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | GLBE | GLBE231215C00030000 | 30.00 | 1010.0 | 48.000 | 0.646 | 0.368 | 0.6 | 1.8 | 0.040 | 1.370 | 2.530 | 1.65 | 28.75 | 2023-12-15 | CALL | Long | 0.250 | 0.406 | -0.271 |
| 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 | GLBE | 0.909 | 0.074 | 0.226 | 0.122 | 0.131 | 0.032 | 56.82 | -0.235 | 0.0000 | 28.40 | 57.07 | 21 | 1y | 39.34 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $6.84 | 4.15 | $9.96 | 0.35 | 2.99 | 1.65 | 8.49 | 28.75 | 38.71 | 6.84 | $684.00 | 165.00 | 29 | 3.0 | 537.000 | 9.96 | 2023-12-14 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $4.75 | 2.88 | $8.14 | 0.28 | 0.81 | 1.65 | 6.40 | 28.75 | 36.89 | 4.75 | $475.00 | 165.00 | 28 | 2.0 | 538.000 | 8.14 | 2023-12-13 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.45 | 2.09 | $6.32 | 0.22 | 0.59 | 1.65 | 5.10 | 28.75 | 35.07 | 3.45 | $345.00 | 165.00 | 27 | 3.0 | 0.000 | 6.32 | 2023-12-12 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.50 | 2.12 | $6.71 | 0.23 | 0.23 | 1.65 | 5.15 | 28.75 | 35.46 | 3.50 | $350.00 | 165.00 | 26 | 4.0 | 542.000 | 6.71 | 2023-12-11 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.05 | 1.85 | $5.40 | 0.19 | 0.14 | 1.65 | 4.70 | 28.75 | 34.15 | 3.05 | $305.00 | 165.00 | 23 | 1.0 | 542.000 | 5.40 | 2023-12-08 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.05 | 1.85 | $5.70 | 0.20 | -0.09 | 1.65 | 4.70 | 28.75 | 34.45 | 3.05 | $305.00 | 165.00 | 22 | 3.0 | 544.000 | 5.70 | 2023-12-07 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $5.05 | 3.06 | $6.71 | 0.23 | 0.46 | 1.65 | 6.70 | 28.75 | 35.46 | 5.05 | $505.00 | 165.00 | 21 | 0.0 | 545.000 | 6.71 | 2023-12-06 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $5.85 | 3.55 | $7.81 | 0.27 | 0.38 | 1.65 | 7.50 | 28.75 | 36.56 | 5.85 | $585.00 | 165.00 | 20 | 0.0 | 545.000 | 7.81 | 2023-12-05 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $4.55 | 2.76 | $7.72 | 0.27 | 0.23 | 1.65 | 6.20 | 28.75 | 36.47 | 4.55 | $455.00 | 165.00 | 19 | 0.0 | 554.000 | 7.72 | 2023-12-04 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $4.85 | 2.94 | $7.77 | 0.27 | -0.12 | 1.65 | 6.50 | 28.75 | 36.52 | 4.85 | $485.00 | 165.00 | 18 | 0.0 | 555.000 | 7.77 | 2023-12-03 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $4.85 | 2.94 | $7.77 | 0.27 | -0.14 | 1.65 | 6.50 | 28.75 | 36.52 | 4.85 | $485.00 | 165.00 | 17 | 0.0 | 555.000 | 7.77 | 2023-12-02 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $4.85 | 2.94 | $7.77 | 0.27 | -0.06 | 1.65 | 6.50 | 28.75 | 36.52 | 4.85 | $485.00 | 165.00 | 16 | 0.0 | 555.000 | 7.77 | 2023-12-01 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $2.64 | 1.60 | $5.50 | 0.19 | 0.02 | 1.65 | 4.29 | 28.75 | 34.25 | 2.64 | $264.00 | 165.00 | 15 | 0.0 | 554.000 | 5.50 | 2023-11-30 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.15 | 1.91 | $5.62 | 0.20 | 0.04 | 1.65 | 4.80 | 28.75 | 34.37 | 3.15 | $315.00 | 165.00 | 14 | 0.0 | 554.000 | 5.62 | 2023-11-29 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $3.16 | 1.92 | $5.55 | 0.19 | -0.08 | 1.65 | 4.81 | 28.75 | 34.30 | 3.16 | $316.00 | 165.00 | 13 | 0.0 | 554.000 | 5.55 | 2023-11-28 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $2.15 | 1.30 | $4.82 | 0.17 | -0.36 | 1.65 | 3.80 | 28.75 | 33.57 | 2.15 | $215.00 | 165.00 | 12 | 0.0 | 554.000 | 4.82 | 2023-11-27 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.65 | 0.39 | $2.85 | 0.10 | -0.13 | 1.65 | 2.30 | 28.75 | 31.60 | 0.65 | $65.00 | 165.00 | 9 | 0.0 | 0.000 | 2.85 | 2023-11-24 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.75 | 0.45 | $2.76 | 0.10 | -0.65 | 1.65 | 2.40 | 28.75 | 31.51 | 0.75 | $75.00 | 165.00 | 8 | 0.0 | 0.000 | 2.76 | 2023-11-23 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.86 | 0.52 | $2.69 | 0.09 | -0.14 | 1.65 | 2.51 | 28.75 | 31.44 | 0.86 | $86.00 | 165.00 | 7 | 0.0 | 545.000 | 2.69 | 2023-11-22 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.86 | 0.52 | $2.55 | 0.09 | -0.13 | 1.65 | 2.51 | 28.75 | 31.30 | 0.86 | $86.00 | 165.00 | 6 | 0.0 | 570.000 | 2.55 | 2023-11-21 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $1.25 | 0.76 | $3.16 | 0.11 | -0.12 | 1.65 | 2.90 | 28.75 | 31.91 | 1.25 | $125.00 | 165.00 | 5 | 0.0 | 840.000 | 3.16 | 2023-11-20 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.32 | 0.19 | $1.77 | 0.06 | -0.12 | 1.65 | 1.97 | 28.75 | 30.52 | 0.32 | $32.00 | 165.00 | 4 | 0.0 | 842.000 | 1.77 | 2023-11-19 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.32 | 0.19 | $1.77 | 0.06 | -0.13 | 1.65 | 1.97 | 28.75 | 30.52 | 0.32 | $32.00 | 165.00 | 2 | 0.0 | 842.000 | 1.77 | 2023-11-17 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.20 | 0.12 | $1.76 | 0.06 | -0.17 | 1.65 | 1.85 | 28.75 | 30.51 | 0.20 | $20.00 | 165.00 | 1 | 0.0 | 949.000 | 1.76 | 2023-11-16 |
| GLBE231215C00030000 | GLBE | CALL | Long | 30.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.65 | 1.65 | 28.75 | 28.75 | 0.00 | $0.00 | 165.00 | 0 | 0.0 | 48.000 | 0.00 | 2023-11-15 |