| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-23 | JBLU | JBLU240524C00006500 | 6.50 | 289.0 | 5.000 | 0.543 | 0.352 | 0.1 | 0.5 | 0.010 | 0.290 | 0.650 | 0.24 | 6.10 | 2024-05-24 | CALL | Long | 0.310 | 0.378 | -0.188 |
| 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 | JBLU | 0.818 | 0.121 | 0.323 | 0.193 | 0.185 | -0.078 | 7.30 | -0.032 | 0.0000 | 4.57 | 8.05 | 21 | 1y | 6.61 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.23 | -0.96 | $-0.50 | -0.08 | 0.77 | 0.24 | 0.01 | 6.10 | 5.60 | -0.23 | $-23.00 | 24.00 | 30 | 31.0 | 1773.000 | -0.50 | 2024-05-23 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.23 | -0.96 | $-0.34 | -0.06 | 0.18 | 0.24 | 0.01 | 6.10 | 5.76 | -0.23 | $-23.00 | 24.00 | 29 | 25.0 | 1775.000 | -0.34 | 2024-05-22 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.23 | -0.96 | $-0.43 | -0.07 | 0.14 | 0.24 | 0.01 | 6.10 | 5.67 | -0.23 | $-23.00 | 24.00 | 28 | 64.0 | 1755.000 | -0.43 | 2024-05-21 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.23 | -0.96 | $-0.26 | -0.04 | -0.29 | 0.24 | 0.01 | 6.10 | 5.84 | -0.23 | $-23.00 | 24.00 | 27 | 604.0 | 0.000 | -0.26 | 2024-05-20 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.19 | -0.79 | $-0.06 | -0.01 | 0.04 | 0.24 | 0.05 | 6.10 | 6.04 | -0.19 | $-19.00 | 24.00 | 26 | 357.0 | 1104.000 | -0.06 | 2024-05-19 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.19 | -0.79 | $-0.06 | -0.01 | -0.00 | 0.24 | 0.05 | 6.10 | 6.04 | -0.19 | $-19.00 | 24.00 | 25 | 357.0 | 1104.000 | -0.06 | 2024-05-18 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.19 | -0.79 | $-0.06 | -0.01 | 0.02 | 0.24 | 0.05 | 6.10 | 6.04 | -0.19 | $-19.00 | 24.00 | 24 | 254.0 | 1104.000 | -0.06 | 2024-05-17 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.16 | -0.67 | $-0.01 | -0.00 | -0.02 | 0.24 | 0.08 | 6.10 | 6.09 | -0.16 | $-16.00 | 24.00 | 22 | 48.0 | 992.000 | -0.01 | 2024-05-15 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.07 | -0.29 | $0.26 | 0.04 | 0.00 | 0.24 | 0.17 | 6.10 | 6.36 | -0.07 | $-7.00 | 24.00 | 21 | 951.0 | 679.000 | 0.26 | 2024-05-14 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.19 | -0.79 | $-0.07 | -0.01 | -0.03 | 0.24 | 0.05 | 6.10 | 6.03 | -0.19 | $-19.00 | 24.00 | 20 | 449.0 | 527.000 | -0.07 | 2024-05-13 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.21 | -0.88 | $-0.33 | -0.05 | -0.29 | 0.24 | 0.03 | 6.10 | 5.77 | -0.21 | $-21.00 | 24.00 | 19 | 17.0 | 527.000 | -0.33 | 2024-05-12 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.20 | -0.83 | $-0.35 | -0.06 | 0.04 | 0.24 | 0.04 | 6.10 | 5.75 | -0.20 | $-20.00 | 24.00 | 16 | 2.0 | 504.000 | -0.35 | 2024-05-09 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.21 | -0.88 | $-0.41 | -0.07 | -0.04 | 0.24 | 0.03 | 6.10 | 5.69 | -0.21 | $-21.00 | 24.00 | 15 | 17.0 | 502.000 | -0.41 | 2024-05-08 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.18 | -0.75 | $-0.44 | -0.07 | 0.02 | 0.24 | 0.06 | 6.10 | 5.66 | -0.18 | $-18.00 | 24.00 | 14 | 8.0 | 503.000 | -0.44 | 2024-05-07 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.17 | -0.71 | $-0.32 | -0.05 | 0.33 | 0.24 | 0.07 | 6.10 | 5.78 | -0.17 | $-17.00 | 24.00 | 10 | 1.0 | 494.000 | -0.32 | 2024-05-03 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.17 | -0.71 | $-0.33 | -0.05 | -0.04 | 0.24 | 0.07 | 6.10 | 5.77 | -0.17 | $-17.00 | 24.00 | 9 | 1.0 | 493.000 | -0.33 | 2024-05-02 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.14 | -0.58 | $-0.26 | -0.04 | -0.03 | 0.24 | 0.10 | 6.10 | 5.84 | -0.14 | $-14.00 | 24.00 | 6 | 110.0 | 457.000 | -0.26 | 2024-04-29 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.12 | -0.50 | $-0.32 | -0.05 | -0.02 | 0.24 | 0.12 | 6.10 | 5.78 | -0.12 | $-12.00 | 24.00 | 3 | 24.0 | 444.000 | -0.32 | 2024-04-26 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $-0.12 | -0.50 | $-0.38 | -0.06 | 0.01 | 0.24 | 0.12 | 6.10 | 5.72 | -0.12 | $-12.00 | 24.00 | 2 | 53.0 | 392.000 | -0.38 | 2024-04-25 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | Exit OP PnL: $-0.05;Exit EQ PnL: -0.15; Position is Long and position continued to lose. Latest OP price is: $0.19 (EQ: $5.95). Initial OP price was: $0.24 (EQ: $6.10). Surpassed Stop Loss Percentage: -0.2083333333333333333333333333 < -0.16. | $-0.07 | -0.29 | $-0.19 | -0.03 | -0.02 | 0.24 | 0.17 | 6.10 | 5.91 | -0.07 | $-7.00 | 24.00 | 1 | 205.0 | 252.000 | -0.19 | 2024-04-24 |
| JBLU240524C00006500 | JBLU | CALL | Long | 6.50 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.24 | 0.24 | 6.10 | 6.10 | 0.00 | $0.00 | 24.00 | 0 | 289.0 | 5.000 | 0.00 | 2024-04-23 |