| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-15 | JBL | JBL240419C00125000 | 125.00 | 236.0 | 1.000 | 0.324 | 0.211 | 2.3 | 3.6 | 0.020 | 3.820 | 5.100 | 4.10 | 123.24 | 2024-04-19 | CALL | Long | 0.118 | 0.218 | -0.164 |
| 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 | JBL | 0.909 | 0.045 | 0.199 | 0.093 | 0.045 | -0.048 | 133.96 | 0.048 | 0.0000 | 97.55 | 154.53 | 21 | 1y | 128.38 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $1.35 | 0.33 | $6.35 | 0.05 | 0.02 | 4.10 | 5.45 | 123.24 | 129.59 | 1.35 | $135.00 | 410.00 | 34 | 1.0 | 351.000 | 6.35 | 2024-04-18 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $0.80 | 0.20 | $6.41 | 0.05 | 0.20 | 4.10 | 4.90 | 123.24 | 129.65 | 0.80 | $80.00 | 410.00 | 33 | 1.0 | 351.000 | 6.41 | 2024-04-17 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $2.80 | 0.68 | $8.80 | 0.07 | 0.43 | 4.10 | 6.90 | 123.24 | 132.04 | 2.80 | $280.00 | 410.00 | 32 | 2.0 | 351.000 | 8.80 | 2024-04-16 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $4.60 | 1.12 | $9.37 | 0.08 | 0.21 | 4.10 | 8.70 | 123.24 | 132.61 | 4.60 | $460.00 | 410.00 | 31 | 9.0 | 353.000 | 9.37 | 2024-04-15 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $8.97 | 2.19 | $10.83 | 0.09 | 0.07 | 4.10 | 13.07 | 123.24 | 134.07 | 8.97 | $897.00 | 410.00 | 28 | 1.0 | 353.000 | 10.83 | 2024-04-12 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $8.97 | 2.19 | $14.78 | 0.12 | 0.50 | 4.10 | 13.07 | 123.24 | 138.02 | 8.97 | $897.00 | 410.00 | 27 | 1.0 | 353.000 | 14.78 | 2024-04-11 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.95 | 1.94 | $13.12 | 0.11 | 0.19 | 4.10 | 12.05 | 123.24 | 136.36 | 7.95 | $795.00 | 410.00 | 26 | 1.0 | 353.000 | 13.12 | 2024-04-10 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.79 | 1.90 | $13.22 | 0.11 | 0.25 | 4.10 | 11.89 | 123.24 | 136.46 | 7.79 | $779.00 | 410.00 | 25 | 1.0 | 354.000 | 13.22 | 2024-04-09 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $12.20 | 2.98 | $15.33 | 0.12 | 0.35 | 4.10 | 16.30 | 123.24 | 138.57 | 12.20 | $1220.00 | 410.00 | 24 | 2.0 | 354.000 | 15.33 | 2024-04-08 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $11.81 | 2.88 | $17.26 | 0.14 | 0.19 | 4.10 | 15.91 | 123.24 | 140.50 | 11.81 | $1181.00 | 410.00 | 21 | 1.0 | 354.000 | 17.26 | 2024-04-05 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $11.90 | 2.90 | $12.64 | 0.10 | 0.09 | 4.10 | 16.00 | 123.24 | 135.88 | 11.90 | $1190.00 | 410.00 | 20 | 2.0 | 355.000 | 12.64 | 2024-04-04 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $8.90 | 2.17 | $15.04 | 0.12 | 0.12 | 4.10 | 13.00 | 123.24 | 138.28 | 8.90 | $890.00 | 410.00 | 19 | 4.0 | 357.000 | 15.04 | 2024-04-03 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $5.30 | 1.29 | $10.91 | 0.09 | 0.05 | 4.10 | 9.40 | 123.24 | 134.15 | 5.30 | $530.00 | 410.00 | 18 | 4.0 | 361.000 | 10.91 | 2024-04-02 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $7.50 | 1.83 | $12.37 | 0.10 | -0.32 | 4.10 | 11.60 | 123.24 | 135.61 | 7.50 | $750.00 | 410.00 | 17 | 5.0 | 361.000 | 12.37 | 2024-04-01 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.40 | 1.80 | $10.71 | 0.09 | 0.09 | 4.10 | 11.50 | 123.24 | 133.95 | 7.40 | $740.00 | 410.00 | 16 | 2.0 | 361.000 | 10.71 | 2024-03-31 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.40 | 1.80 | $10.71 | 0.09 | 0.07 | 4.10 | 11.50 | 123.24 | 133.95 | 7.40 | $740.00 | 410.00 | 15 | 2.0 | 361.000 | 10.71 | 2024-03-30 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.40 | 1.80 | $10.71 | 0.09 | 0.06 | 4.10 | 11.50 | 123.24 | 133.95 | 7.40 | $740.00 | 410.00 | 14 | 2.0 | 361.000 | 10.71 | 2024-03-29 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.40 | 1.80 | $10.71 | 0.09 | 0.05 | 4.10 | 11.50 | 123.24 | 133.95 | 7.40 | $740.00 | 410.00 | 13 | 2.0 | 361.000 | 10.71 | 2024-03-28 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.40 | 1.80 | $12.67 | 0.10 | 0.10 | 4.10 | 11.50 | 123.24 | 135.91 | 7.40 | $740.00 | 410.00 | 12 | 2.0 | 363.000 | 12.67 | 2024-03-27 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $7.00 | 1.71 | $10.36 | 0.08 | 0.04 | 4.10 | 11.10 | 123.24 | 133.60 | 7.00 | $700.00 | 410.00 | 11 | 15.0 | 375.000 | 10.36 | 2024-03-26 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $3.80 | 0.93 | $8.10 | 0.07 | -0.03 | 4.10 | 7.90 | 123.24 | 131.34 | 3.80 | $380.00 | 410.00 | 10 | 8.0 | 370.000 | 8.10 | 2024-03-25 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $4.52 | 1.10 | $7.93 | 0.06 | -0.02 | 4.10 | 8.62 | 123.24 | 131.17 | 4.52 | $452.00 | 410.00 | 7 | 7.0 | 370.000 | 7.93 | 2024-03-22 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $3.12 | 0.76 | $5.96 | 0.05 | 0.01 | 4.10 | 7.22 | 123.24 | 129.20 | 3.12 | $312.00 | 410.00 | 6 | 16.0 | 374.000 | 5.96 | 2024-03-21 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $0.90 | 0.22 | $3.72 | 0.03 | -0.04 | 4.10 | 5.00 | 123.24 | 126.96 | 0.90 | $90.00 | 410.00 | 5 | 113.0 | 301.000 | 3.72 | 2024-03-20 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $0.90 | 0.22 | $2.55 | 0.02 | -0.03 | 4.10 | 5.00 | 123.24 | 125.79 | 0.90 | $90.00 | 410.00 | 4 | 85.0 | 262.000 | 2.55 | 2024-03-19 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $-0.10 | -0.02 | $0.97 | 0.01 | -0.02 | 4.10 | 4.00 | 123.24 | 124.21 | -0.10 | $-10.00 | 410.00 | 3 | 215.0 | 140.000 | 0.97 | 2024-03-18 |
| JBL240419C00125000 | JBL | CALL | Long | 125.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 4.10 | 4.10 | 123.24 | 123.24 | 0.00 | $0.00 | 410.00 | 0 | 236.0 | 1.000 | 0.00 | 2024-03-15 |