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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-10-29 | JBLU | JBLU241129C00006000 | 6.00 | 219.0 | 14.000 | 0.627 | 0.295 | 0.2 | 0.1 | 0.010 | 0.430 | 0.340 | 0.48 | 6.07 | 2024-11-29 | CALL | Long | 0.375 | 0.420 | -0.171 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.44 | -0.92 | $-0.11 | -0.02 | -0.00 | 0.48 | 0.04 | 6.07 | 5.96 | -0.44 | $-44.00 | 48.00 | 30 | 2016.0 | 1710.000 | -0.11 | 2024-11-28 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.42 | -0.88 | $-0.09 | -0.01 | -0.26 | 0.48 | 0.06 | 6.07 | 5.98 | -0.42 | $-42.00 | 48.00 | 29 | 129.0 | 1710.000 | -0.09 | 2024-11-27 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.42 | -0.88 | $-0.16 | -0.03 | -0.19 | 0.48 | 0.06 | 6.07 | 5.91 | -0.42 | $-42.00 | 48.00 | 28 | 2248.0 | 895.000 | -0.16 | 2024-11-26 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.24 | -0.50 | $0.05 | 0.01 | -0.01 | 0.48 | 0.24 | 6.07 | 6.12 | -0.24 | $-24.00 | 48.00 | 27 | 500.0 | 708.000 | 0.05 | 2024-11-25 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.26 | -0.54 | $0.02 | 0.00 | -0.06 | 0.48 | 0.22 | 6.07 | 6.09 | -0.26 | $-26.00 | 48.00 | 26 | 253.0 | 671.000 | 0.02 | 2024-11-24 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.26 | -0.54 | $0.02 | 0.00 | -0.08 | 0.48 | 0.22 | 6.07 | 6.09 | -0.26 | $-26.00 | 48.00 | 25 | 253.0 | 671.000 | 0.02 | 2024-11-23 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.28 | -0.58 | $0.02 | 0.00 | -0.12 | 0.48 | 0.20 | 6.07 | 6.09 | -0.28 | $-28.00 | 48.00 | 24 | 212.0 | 671.000 | 0.02 | 2024-11-22 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.22 | -0.46 | $0.08 | 0.01 | -0.11 | 0.48 | 0.26 | 6.07 | 6.15 | -0.22 | $-22.00 | 48.00 | 23 | 223.0 | 522.000 | 0.08 | 2024-11-21 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.27 | -0.56 | $-0.03 | -0.00 | -0.10 | 0.48 | 0.21 | 6.07 | 6.04 | -0.27 | $-27.00 | 48.00 | 22 | 723.0 | 301.000 | -0.03 | 2024-11-20 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.26 | -0.54 | $-0.11 | -0.02 | 0.01 | 0.48 | 0.22 | 6.07 | 5.96 | -0.26 | $-26.00 | 48.00 | 21 | 190.0 | 231.000 | -0.11 | 2024-11-19 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.09 | 0.19 | $0.32 | 0.05 | -0.09 | 0.48 | 0.57 | 6.07 | 6.39 | 0.09 | $9.00 | 48.00 | 20 | 3.0 | 232.000 | 0.32 | 2024-11-18 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.56 | 1.17 | $0.99 | 0.16 | 0.20 | 0.48 | 1.04 | 6.07 | 7.06 | 0.56 | $56.00 | 48.00 | 19 | 1.0 | 232.000 | 0.99 | 2024-11-17 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.56 | 1.17 | $0.99 | 0.16 | 0.17 | 0.48 | 1.04 | 6.07 | 7.06 | 0.56 | $56.00 | 48.00 | 18 | 1.0 | 232.000 | 0.99 | 2024-11-16 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.56 | 1.17 | $0.99 | 0.16 | -0.02 | 0.48 | 1.04 | 6.07 | 7.06 | 0.56 | $56.00 | 48.00 | 17 | 1.0 | 232.000 | 0.99 | 2024-11-15 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.63 | 1.31 | $1.04 | 0.17 | -0.06 | 0.48 | 1.11 | 6.07 | 7.11 | 0.63 | $63.00 | 48.00 | 16 | 3.0 | 232.000 | 1.04 | 2024-11-14 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.56 | 1.17 | $0.87 | 0.14 | 0.31 | 0.48 | 1.04 | 6.07 | 6.94 | 0.56 | $56.00 | 48.00 | 15 | 21.0 | 240.000 | 0.87 | 2024-11-13 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.00 | 0.00 | $0.25 | 0.04 | -0.11 | 0.48 | 0.48 | 6.07 | 6.32 | 0.00 | $0.00 | 48.00 | 14 | 4.0 | 239.000 | 0.25 | 2024-11-12 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.10 | 0.21 | $0.30 | 0.05 | -0.06 | 0.48 | 0.58 | 6.07 | 6.37 | 0.10 | $10.00 | 48.00 | 13 | 14.0 | 250.000 | 0.30 | 2024-11-11 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.04 | 0.08 | $0.27 | 0.04 | -0.08 | 0.48 | 0.52 | 6.07 | 6.34 | 0.04 | $4.00 | 48.00 | 12 | 25.0 | 239.000 | 0.27 | 2024-11-10 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.04 | 0.08 | $0.27 | 0.04 | -0.09 | 0.48 | 0.52 | 6.07 | 6.34 | 0.04 | $4.00 | 48.00 | 11 | 25.0 | 239.000 | 0.27 | 2024-11-09 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.00 | 0.00 | $0.19 | 0.03 | -0.11 | 0.48 | 0.48 | 6.07 | 6.26 | 0.00 | $0.00 | 48.00 | 10 | 12.0 | 239.000 | 0.19 | 2024-11-08 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.12 | -0.25 | $-0.02 | -0.00 | -0.02 | 0.48 | 0.36 | 6.07 | 6.05 | -0.12 | $-12.00 | 48.00 | 9 | 8.0 | 231.000 | -0.02 | 2024-11-07 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.11 | -0.23 | $0.09 | 0.01 | -0.01 | 0.48 | 0.37 | 6.07 | 6.16 | -0.11 | $-11.00 | 48.00 | 8 | 23.0 | 235.000 | 0.09 | 2024-11-06 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.12 | -0.25 | $-0.17 | -0.03 | 0.10 | 0.48 | 0.36 | 6.07 | 5.90 | -0.12 | $-12.00 | 48.00 | 7 | 27.0 | 238.000 | -0.17 | 2024-11-05 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.25 | -0.52 | $-0.36 | -0.06 | -0.06 | 0.48 | 0.23 | 6.07 | 5.71 | -0.25 | $-25.00 | 48.00 | 6 | 136.0 | 209.000 | -0.36 | 2024-11-04 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.20 | -0.42 | $-0.30 | -0.05 | -0.07 | 0.48 | 0.28 | 6.07 | 5.77 | -0.20 | $-20.00 | 48.00 | 3 | 60.0 | 225.000 | -0.30 | 2024-11-01 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $-0.18 | -0.38 | $-0.37 | -0.06 | -0.02 | 0.48 | 0.30 | 6.07 | 5.70 | -0.18 | $-18.00 | 48.00 | 2 | 43.0 | 191.000 | -0.37 | 2024-10-31 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -0.21 | $-0.21 | -0.44 | $-0.44 | -0.07 | -0.01 | 0.48 | 0.27 | 6.07 | 5.63 | -0.21 | $-21.00 | 48.00 | 1 | 15.0 | 184.000 | -0.44 | 2024-10-30 |
JBLU241129C00006000 | JBLU | CALL | Long | 6.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 0.48 | 0.48 | 6.07 | 6.07 | 0.00 | $0.00 | 48.00 | 0 | 219.0 | 14.000 | 0.00 | 2024-10-29 |