| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-13 | JBLU | JBLU241213C00007500 | 7.50 | 17.0 | 32.000 | 0.625 | 0.332 | 0.2 | 0.4 | 0.000 | 0.370 | 0.610 | 0.40 | 7.24 | 2024-12-13 | CALL | Short | 0.332 | 0.344 | 0.098 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.21 | 0.81 | $-0.30 | -0.04 | 0.12 | 0.26 | 0.05 | 6.94 | 7.24 | 0.21 | $21.00 | 694.00 | 29 | 974.0 | 1132.000 | -0.30 | 2024-12-12 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.06 | 0.23 | $-0.59 | -0.09 | 0.12 | 0.26 | 0.20 | 6.94 | 7.53 | 0.06 | $6.00 | 694.00 | 28 | 2721.0 | 391.000 | -0.59 | 2024-12-11 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.16 | 0.02 | 0.16 | 0.26 | 0.02 | 6.94 | 6.78 | 0.24 | $24.00 | 694.00 | 27 | 146.0 | 321.000 | 0.16 | 2024-12-10 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.23 | 0.88 | $0.12 | 0.02 | 0.06 | 0.26 | 0.03 | 6.94 | 6.82 | 0.23 | $23.00 | 694.00 | 26 | 158.0 | 220.000 | 0.12 | 2024-12-09 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.35 | 0.05 | 0.18 | 0.26 | 0.02 | 6.94 | 6.59 | 0.24 | $24.00 | 694.00 | 25 | 15.0 | 221.000 | 0.35 | 2024-12-08 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.35 | 0.05 | 0.02 | 0.26 | 0.02 | 6.94 | 6.59 | 0.24 | $24.00 | 694.00 | 23 | 15.0 | 221.000 | 0.35 | 2024-12-06 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.23 | 0.88 | $0.52 | 0.07 | 0.12 | 0.26 | 0.03 | 6.94 | 6.42 | 0.23 | $23.00 | 694.00 | 22 | 96.0 | 130.000 | 0.52 | 2024-12-05 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.22 | 0.85 | $0.38 | 0.05 | 0.06 | 0.26 | 0.04 | 6.94 | 6.56 | 0.22 | $22.00 | 694.00 | 21 | 55.0 | 96.000 | 0.38 | 2024-12-04 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.88 | 0.13 | 0.15 | 0.26 | 0.02 | 6.94 | 6.06 | 0.24 | $24.00 | 694.00 | 20 | 14.0 | 96.000 | 0.88 | 2024-12-03 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.75 | 0.11 | 0.10 | 0.26 | 0.02 | 6.94 | 6.19 | 0.24 | $24.00 | 694.00 | 19 | 31.0 | 96.000 | 0.75 | 2024-12-02 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.97 | 0.14 | -0.32 | 0.26 | 0.02 | 6.94 | 5.97 | 0.24 | $24.00 | 694.00 | 18 | 10.0 | 0.000 | 0.97 | 2024-12-01 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.97 | 0.14 | 0.15 | 0.26 | 0.02 | 6.94 | 5.97 | 0.24 | $24.00 | 694.00 | 17 | 10.0 | 96.000 | 0.97 | 2024-11-30 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.24 | 0.92 | $0.98 | 0.14 | 0.52 | 0.26 | 0.02 | 6.94 | 5.96 | 0.24 | $24.00 | 694.00 | 15 | 10.0 | 86.000 | 0.98 | 2024-11-28 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.25 | 0.96 | $0.97 | 0.14 | 0.50 | 0.26 | 0.01 | 6.94 | 5.97 | 0.25 | $25.00 | 694.00 | 14 | 16.0 | 86.000 | 0.97 | 2024-11-27 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.25 | 0.96 | $1.03 | 0.15 | 0.47 | 0.26 | 0.01 | 6.94 | 5.91 | 0.25 | $25.00 | 694.00 | 13 | 16.0 | 87.000 | 1.03 | 2024-11-26 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.20 | 0.77 | $0.82 | 0.12 | 0.06 | 0.26 | 0.06 | 6.94 | 6.12 | 0.20 | $20.00 | 694.00 | 12 | 6.0 | 87.000 | 0.82 | 2024-11-25 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.21 | 0.81 | $0.85 | 0.12 | 0.09 | 0.26 | 0.05 | 6.94 | 6.09 | 0.21 | $21.00 | 694.00 | 11 | 8.0 | 87.000 | 0.85 | 2024-11-24 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.21 | 0.81 | $0.85 | 0.12 | 0.06 | 0.26 | 0.05 | 6.94 | 6.09 | 0.21 | $21.00 | 694.00 | 10 | 8.0 | 87.000 | 0.85 | 2024-11-23 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.21 | 0.81 | $0.85 | 0.12 | 0.03 | 0.26 | 0.05 | 6.94 | 6.09 | 0.21 | $21.00 | 694.00 | 9 | 8.0 | 87.000 | 0.85 | 2024-11-22 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.21 | 0.81 | $0.79 | 0.11 | 0.06 | 0.26 | 0.05 | 6.94 | 6.15 | 0.21 | $21.00 | 694.00 | 8 | 8.0 | 84.000 | 0.79 | 2024-11-21 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.18 | 0.69 | $0.90 | 0.13 | 0.08 | 0.26 | 0.08 | 6.94 | 6.04 | 0.18 | $18.00 | 694.00 | 7 | 7.0 | 84.000 | 0.90 | 2024-11-20 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $0.18 | 0.69 | $0.98 | 0.14 | 0.09 | 0.26 | 0.08 | 6.94 | 5.96 | 0.18 | $18.00 | 694.00 | 6 | 7.0 | 84.000 | 0.98 | 2024-11-19 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $-0.03 | -0.12 | $0.55 | 0.08 | 0.04 | 0.26 | 0.29 | 6.94 | 6.39 | -0.03 | $-3.00 | 694.00 | 5 | 10.0 | 77.000 | 0.55 | 2024-11-18 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $-0.03 | -0.12 | $-0.12 | -0.02 | 0.03 | 0.26 | 0.29 | 6.94 | 7.06 | -0.03 | $-3.00 | 694.00 | 4 | 10.0 | 67.000 | -0.12 | 2024-11-17 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $-0.03 | -0.12 | $-0.12 | -0.02 | 0.02 | 0.26 | 0.29 | 6.94 | 7.06 | -0.03 | $-3.00 | 694.00 | 3 | 10.0 | 67.000 | -0.12 | 2024-11-16 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $-0.03 | -0.12 | $-0.12 | -0.02 | 0.01 | 0.26 | 0.29 | 6.94 | 7.06 | -0.03 | $-3.00 | 694.00 | 2 | 10.0 | 67.000 | -0.12 | 2024-11-15 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | None | $-0.05 | -0.19 | $-0.17 | -0.02 | -0.01 | 0.26 | 0.31 | 6.94 | 7.11 | -0.05 | $-5.00 | 694.00 | 1 | 14.0 | 55.000 | -0.17 | 2024-11-14 |
| JBLU241213C00007500 | JBLU | CALL | Short | 7.50 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.26 | 0.26 | 6.94 | 6.94 | -0.00 | $-0.00 | 694.00 | 0 | 23.0 | 32.000 | -0.00 | 2024-11-13 |