| 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 | IRWD | IRWD240920C00007500 | 7.50 | 185.0 | 14.000 | 0.969 | 0.456 | 0.0 | 3.4 | 0.070 | 0.010 | 3.430 | 0.04 | 4.05 | 2024-09-20 | CALL | Long | 0.275 | 0.482 | -0.326 |
| 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 | IRWD | 0.727 | 0.087 | 0.502 | 0.223 | 0.243 | 0.001 | 3.53 | -2.264 | 0.0000 | 3.34 | 15.45 | 21 | 1y | 4.31 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.46 | 0.11 | 7.14 | 0.05 | 0.05 | 4.05 | 4.51 | 0.00 | $0.00 | 5.00 | 42 | 20.0 | 266.000 | 0.46 | 2024-09-19 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.47 | 0.12 | 2.66 | 0.05 | 0.05 | 4.05 | 4.52 | 0.00 | $0.00 | 5.00 | 41 | 20.0 | 266.000 | 0.47 | 2024-09-18 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.46 | 0.11 | 2.19 | 0.05 | 0.05 | 4.05 | 4.51 | 0.00 | $0.00 | 5.00 | 40 | 20.0 | 266.000 | 0.46 | 2024-09-17 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.42 | 0.10 | 1.88 | 0.05 | 0.05 | 4.05 | 4.47 | 0.00 | $0.00 | 5.00 | 39 | 20.0 | 266.000 | 0.42 | 2024-09-16 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.52 | 0.13 | 1.53 | 0.05 | 0.05 | 4.05 | 4.57 | 0.00 | $0.00 | 5.00 | 37 | 20.0 | 266.000 | 0.52 | 2024-09-14 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.52 | 0.13 | 1.20 | 0.05 | 0.05 | 4.05 | 4.57 | 0.00 | $0.00 | 5.00 | 36 | 20.0 | 266.000 | 0.52 | 2024-09-13 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.48 | 0.12 | 1.11 | 0.05 | 0.05 | 4.05 | 4.53 | 0.00 | $0.00 | 5.00 | 35 | 20.0 | 266.000 | 0.48 | 2024-09-12 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.30 | 0.07 | 1.14 | 0.05 | 0.05 | 4.05 | 4.35 | 0.00 | $0.00 | 5.00 | 34 | 20.0 | 266.000 | 0.30 | 2024-09-11 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.03 | 0.01 | 1.23 | 0.05 | 0.05 | 4.05 | 4.08 | 0.00 | $0.00 | 5.00 | 33 | 20.0 | 266.000 | 0.03 | 2024-09-10 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $-0.07 | -0.02 | 1.22 | 0.05 | 0.05 | 4.05 | 3.98 | 0.00 | $0.00 | 5.00 | 32 | 20.0 | 266.000 | -0.07 | 2024-09-09 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.46 | 0.11 | 0.84 | 0.05 | 0.05 | 4.05 | 4.51 | 0.00 | $0.00 | 5.00 | 31 | 20.0 | 266.000 | 0.46 | 2024-09-08 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.46 | 0.11 | 0.66 | 0.05 | 0.05 | 4.05 | 4.51 | 0.00 | $0.00 | 5.00 | 29 | 20.0 | 266.000 | 0.46 | 2024-09-06 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.61 | 0.15 | 0.31 | 0.05 | 0.05 | 4.05 | 4.66 | 0.00 | $0.00 | 5.00 | 28 | 20.0 | 266.000 | 0.61 | 2024-09-05 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.91 | 0.22 | 0.31 | 0.05 | 0.05 | 4.05 | 4.96 | 0.00 | $0.00 | 5.00 | 27 | 20.0 | 266.000 | 0.91 | 2024-09-04 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $1.01 | 0.25 | 0.17 | 0.05 | 0.05 | 4.05 | 5.06 | 0.00 | $0.00 | 5.00 | 23 | 20.0 | 266.000 | 1.01 | 2024-08-31 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $1.01 | 0.25 | 1.07 | 0.05 | 0.05 | 4.05 | 5.06 | 0.00 | $0.00 | 5.00 | 22 | 20.0 | 266.000 | 1.01 | 2024-08-30 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $1.06 | 0.26 | 0.07 | 0.05 | 0.05 | 4.05 | 5.11 | 0.00 | $0.00 | 5.00 | 21 | 20.0 | 266.000 | 1.06 | 2024-08-29 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.70 | 0.17 | 0.05 | 0.05 | 0.05 | 4.05 | 4.75 | 0.00 | $0.00 | 5.00 | 20 | 20.0 | 266.000 | 0.70 | 2024-08-28 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.93 | 0.23 | -0.47 | 0.05 | 0.05 | 4.05 | 4.98 | 0.00 | $0.00 | 5.00 | 19 | 20.0 | 266.000 | 0.93 | 2024-08-27 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.99 | 0.24 | 0.04 | 0.05 | 0.05 | 4.05 | 5.04 | 0.00 | $0.00 | 5.00 | 18 | 20.0 | 266.000 | 0.99 | 2024-08-26 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.93 | 0.23 | 0.15 | 0.05 | 0.05 | 4.05 | 4.98 | 0.00 | $0.00 | 5.00 | 17 | 20.0 | 266.000 | 0.93 | 2024-08-25 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.93 | 0.23 | 0.12 | 0.05 | 0.05 | 4.05 | 4.98 | 0.00 | $0.00 | 5.00 | 16 | 20.0 | 266.000 | 0.93 | 2024-08-24 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.93 | 0.23 | 0.11 | 0.05 | 0.05 | 4.05 | 4.98 | 0.00 | $0.00 | 5.00 | 15 | 20.0 | 266.000 | 0.93 | 2024-08-23 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.64 | 0.16 | 0.21 | 0.05 | 0.05 | 4.05 | 4.69 | 0.00 | $0.00 | 5.00 | 14 | 20.0 | 266.000 | 0.64 | 2024-08-22 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.95 | 0.23 | -0.03 | 0.05 | 0.05 | 4.05 | 5.00 | 0.00 | $0.00 | 5.00 | 13 | 20.0 | 256.000 | 0.95 | 2024-08-21 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.72 | 0.18 | 0.74 | 0.05 | 0.05 | 4.05 | 4.77 | 0.00 | $0.00 | 5.00 | 12 | 5.0 | 256.000 | 0.72 | 2024-08-20 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.71 | 0.18 | 0.12 | 0.05 | 0.05 | 4.05 | 4.76 | 0.00 | $0.00 | 5.00 | 11 | 20.0 | 247.000 | 0.71 | 2024-08-19 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.27 | 0.07 | 0.70 | 0.05 | 0.05 | 4.05 | 4.32 | 0.00 | $0.00 | 5.00 | 10 | 6.0 | 247.000 | 0.27 | 2024-08-18 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.27 | 0.07 | 0.67 | 0.05 | 0.05 | 4.05 | 4.32 | 0.00 | $0.00 | 5.00 | 9 | 6.0 | 247.000 | 0.27 | 2024-08-17 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.27 | 0.07 | 0.71 | 0.05 | 0.05 | 4.05 | 4.32 | 0.00 | $0.00 | 5.00 | 8 | 6.0 | 247.000 | 0.27 | 2024-08-16 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.40 | 0.10 | 0.28 | 0.05 | 0.05 | 4.05 | 4.45 | 0.00 | $0.00 | 5.00 | 7 | 6.0 | 251.000 | 0.40 | 2024-08-15 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.03 | 0.60 | $0.29 | 0.07 | 1.04 | 0.05 | 0.08 | 4.05 | 4.34 | 0.03 | $3.00 | 5.00 | 6 | 7.0 | 251.000 | 0.29 | 2024-08-14 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.03 | 0.60 | $0.44 | 0.11 | 0.05 | 0.05 | 0.08 | 4.05 | 4.49 | 0.03 | $3.00 | 5.00 | 5 | 7.0 | 245.000 | 0.44 | 2024-08-13 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.05 | 1.00 | $0.19 | 0.05 | 0.48 | 0.05 | 0.10 | 4.05 | 4.24 | 0.05 | $5.00 | 5.00 | 4 | 40.0 | 245.000 | 0.19 | 2024-08-12 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.05 | 1.00 | $0.19 | 0.05 | 0.09 | 0.05 | 0.10 | 4.05 | 4.24 | 0.05 | $5.00 | 5.00 | 1 | 40.0 | 205.000 | 0.19 | 2024-08-09 |
| IRWD240920C00007500 | IRWD | CALL | Long | 7.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.05 | 0.05 | 4.05 | 4.05 | 0.00 | $0.00 | 5.00 | 0 | 205.0 | 14.000 | 0.00 | 2024-08-08 |