| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-06-18 | JMIA | JMIA240719C00008000 | 8.00 | 1351.0 | 629.000 | 1.047 | 0.385 | 0.3 | 0.4 | 0.010 | 0.780 | 0.910 | 1.00 | 7.84 | 2024-07-19 | CALL | Long | 0.422 | 0.462 | -0.166 |
| 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 | JMIA | 1.000 | 0.158 | 0.809 | 0.308 | 0.277 | 0.040 | 4.56 | -0.559 | 0.0000 | 2.89 | 14.56 | 21 | 1y | 4.48 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $3.67 | 3.67 | $4.48 | 0.57 | 2.77 | 1.00 | 4.67 | 7.84 | 12.32 | 3.67 | $367.00 | 100.00 | 30 | 1.0 | 1461.000 | 4.48 | 2024-07-18 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $5.14 | 5.14 | $4.59 | 0.59 | 2.05 | 1.00 | 6.14 | 7.84 | 12.43 | 5.14 | $514.00 | 100.00 | 29 | 52.0 | 1461.000 | 4.59 | 2024-07-17 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $5.14 | 5.14 | $5.64 | 0.72 | 1.39 | 1.00 | 6.14 | 7.84 | 13.48 | 5.14 | $514.00 | 100.00 | 28 | 52.0 | 1477.000 | 5.64 | 2024-07-16 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $4.37 | 4.37 | $5.36 | 0.68 | -0.55 | 1.00 | 5.37 | 7.84 | 13.20 | 4.37 | $437.00 | 100.00 | 27 | 12.0 | 1483.000 | 5.36 | 2024-07-15 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $3.96 | 3.96 | $5.23 | 0.67 | 0.70 | 1.00 | 4.96 | 7.84 | 13.07 | 3.96 | $396.00 | 100.00 | 24 | 24.0 | 1466.000 | 5.23 | 2024-07-12 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $3.35 | 3.35 | $4.25 | 0.54 | 0.85 | 1.00 | 4.35 | 7.84 | 12.09 | 3.35 | $335.00 | 100.00 | 23 | 12.0 | 1474.000 | 4.25 | 2024-07-11 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $2.60 | 2.60 | $3.91 | 0.50 | 0.38 | 1.00 | 3.60 | 7.84 | 11.75 | 2.60 | $260.00 | 100.00 | 22 | 12.0 | 1482.000 | 3.91 | 2024-07-10 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $2.10 | 2.10 | $3.15 | 0.40 | 0.38 | 1.00 | 3.10 | 7.84 | 10.99 | 2.10 | $210.00 | 100.00 | 21 | 170.0 | 1578.000 | 3.15 | 2024-07-09 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.03 | -0.03 | $0.62 | 0.08 | 0.17 | 1.00 | 0.97 | 7.84 | 8.46 | -0.03 | $-3.00 | 100.00 | 20 | 173.0 | 1656.000 | 0.62 | 2024-07-08 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.01 | -0.01 | $0.63 | 0.08 | 0.07 | 1.00 | 0.99 | 7.84 | 8.47 | -0.01 | $-1.00 | 100.00 | 17 | 148.0 | 1695.000 | 0.63 | 2024-07-05 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.25 | -0.25 | $0.01 | 0.00 | 0.16 | 1.00 | 0.75 | 7.84 | 7.85 | -0.25 | $-25.00 | 100.00 | 16 | 1151.0 | 2366.000 | 0.01 | 2024-07-04 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.25 | -0.25 | $0.01 | 0.00 | 0.12 | 1.00 | 0.75 | 7.84 | 7.85 | -0.25 | $-25.00 | 100.00 | 15 | 1151.0 | 2366.000 | 0.01 | 2024-07-03 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.45 | -0.45 | $-0.36 | -0.05 | 0.10 | 1.00 | 0.55 | 7.84 | 7.48 | -0.45 | $-45.00 | 100.00 | 14 | 263.0 | 2200.000 | -0.36 | 2024-07-02 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.58 | -0.58 | $-0.70 | -0.09 | 0.13 | 1.00 | 0.42 | 7.84 | 7.14 | -0.58 | $-58.00 | 100.00 | 13 | 17.0 | 2194.000 | -0.70 | 2024-07-01 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.51 | -0.51 | $-0.83 | -0.11 | 0.12 | 1.00 | 0.49 | 7.84 | 7.01 | -0.51 | $-51.00 | 100.00 | 10 | 98.0 | 2166.000 | -0.83 | 2024-06-28 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.40 | -0.40 | $-0.58 | -0.07 | 0.03 | 1.00 | 0.60 | 7.84 | 7.26 | -0.40 | $-40.00 | 100.00 | 9 | 18.0 | 2173.000 | -0.58 | 2024-06-27 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $-0.49 | -0.49 | $-0.55 | -0.07 | -0.03 | 1.00 | 0.51 | 7.84 | 7.29 | -0.49 | $-49.00 | 100.00 | 7 | 78.0 | 2144.000 | -0.55 | 2024-06-25 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.45; Exit EQ PnL: -0.49 | $-0.60 | -0.60 | $-0.82 | -0.10 | -0.01 | 1.00 | 0.40 | 7.84 | 7.02 | -0.60 | $-60.00 | 100.00 | 6 | 15.0 | 2136.000 | -0.82 | 2024-06-24 |
| JMIA240719C00008000 | JMIA | CALL | Long | 8.00 | None | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.00 | 1.00 | 7.84 | 7.84 | 0.00 | $0.00 | 100.00 | 0 | 1351.0 | 629.000 | 0.00 | 2024-06-18 |