| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-11-15 | JNPR | JNPR241220C00037000 | 37.00 | 204.0 | 19.000 | 0.377 | 0.054 | 0.1 | 0.4 | 0.000 | 1.420 | 1.750 | 1.35 | 36.51 | 2024-12-20 | CALL | Long | 0.025 | 0.057 | -0.049 |
| 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 | JNPR | 1.000 | 0.010 | 0.204 | 0.042 | 0.046 | -0.007 | 37.69 | 0.056 | 0.0000 | 29.06 | 39.26 | 21 | 1y | 38.84 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-1.10 | -0.81 | $0.50 | 0.01 | 0.35 | 1.35 | 0.25 | 36.51 | 37.01 | -1.10 | $-110.00 | 135.00 | 34 | 1248.0 | 17438.000 | 0.50 | 2024-12-19 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.48 | -0.36 | $0.78 | 0.02 | 0.10 | 1.35 | 0.87 | 36.51 | 37.29 | -0.48 | $-48.00 | 135.00 | 33 | 196.0 | 17451.000 | 0.78 | 2024-12-18 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.67 | -0.50 | $1.18 | 0.03 | -0.15 | 1.35 | 0.68 | 36.51 | 37.69 | -0.67 | $-67.00 | 135.00 | 32 | 23.0 | 17474.000 | 1.18 | 2024-12-17 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.70 | -0.52 | $1.09 | 0.03 | -0.20 | 1.35 | 0.65 | 36.51 | 37.60 | -0.70 | $-70.00 | 135.00 | 31 | 25.0 | 17483.000 | 1.09 | 2024-12-16 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.90 | -0.67 | $0.71 | 0.02 | -0.18 | 1.35 | 0.45 | 36.51 | 37.22 | -0.90 | $-90.00 | 135.00 | 28 | 18.0 | 17501.000 | 0.71 | 2024-12-13 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.70 | -0.52 | $0.80 | 0.02 | -0.13 | 1.35 | 0.65 | 36.51 | 37.31 | -0.70 | $-70.00 | 135.00 | 27 | 6.0 | 17506.000 | 0.80 | 2024-12-12 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.65 | -0.48 | $0.88 | 0.02 | -0.08 | 1.35 | 0.70 | 36.51 | 37.39 | -0.65 | $-65.00 | 135.00 | 26 | 74.0 | 17528.000 | 0.88 | 2024-12-11 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.75 | -0.56 | $0.72 | 0.02 | -0.17 | 1.35 | 0.60 | 36.51 | 37.23 | -0.75 | $-75.00 | 135.00 | 25 | 27.0 | 17547.000 | 0.72 | 2024-12-10 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.75 | -0.56 | $0.62 | 0.02 | -0.18 | 1.35 | 0.60 | 36.51 | 37.13 | -0.75 | $-75.00 | 135.00 | 24 | 132.0 | 17597.000 | 0.62 | 2024-12-09 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-1.00 | -0.74 | $0.01 | 0.00 | -0.15 | 1.35 | 0.35 | 36.51 | 36.52 | -1.00 | $-100.00 | 135.00 | 23 | 445.0 | 17893.000 | 0.01 | 2024-12-08 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-1.00 | -0.74 | $-0.01 | -0.00 | -0.19 | 1.35 | 0.35 | 36.51 | 36.50 | -1.00 | $-100.00 | 135.00 | 21 | 442.0 | 17893.000 | -0.01 | 2024-12-06 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.75 | -0.56 | $0.27 | 0.01 | -0.12 | 1.35 | 0.60 | 36.51 | 36.78 | -0.75 | $-75.00 | 135.00 | 20 | 3022.0 | 18936.000 | 0.27 | 2024-12-05 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.85 | -0.63 | $-0.25 | -0.01 | -0.07 | 1.35 | 0.50 | 36.51 | 36.26 | -0.85 | $-85.00 | 135.00 | 19 | 1078.0 | 18892.000 | -0.25 | 2024-12-04 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.60 | -0.44 | $-1.05 | -0.03 | 0.07 | 1.35 | 0.75 | 36.51 | 35.46 | -0.60 | $-60.00 | 135.00 | 18 | 17.0 | 18886.000 | -1.05 | 2024-12-03 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.55 | -0.41 | $-0.89 | -0.02 | 0.04 | 1.35 | 0.80 | 36.51 | 35.62 | -0.55 | $-55.00 | 135.00 | 17 | 52.0 | 18888.000 | -0.89 | 2024-12-02 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.75 | -0.56 | $-0.59 | -0.02 | 0.05 | 1.35 | 0.60 | 36.51 | 35.92 | -0.75 | $-75.00 | 135.00 | 15 | 1474.0 | 0.000 | -0.59 | 2024-11-30 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.44 | -0.33 | $-0.44 | -0.01 | 0.02 | 1.35 | 0.91 | 36.51 | 36.07 | -0.44 | $-44.00 | 135.00 | 13 | 266.0 | 17908.000 | -0.44 | 2024-11-28 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.67 | -0.50 | $-0.40 | -0.01 | 0.07 | 1.35 | 0.68 | 36.51 | 36.11 | -0.67 | $-67.00 | 135.00 | 12 | 18.0 | 17908.000 | -0.40 | 2024-11-27 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.28 | -0.21 | $-0.48 | -0.01 | 0.01 | 1.35 | 1.07 | 36.51 | 36.03 | -0.28 | $-28.00 | 135.00 | 11 | 2610.0 | 15712.000 | -0.48 | 2024-11-26 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.20 | -0.15 | $-0.34 | -0.01 | 0.02 | 1.35 | 1.15 | 36.51 | 36.17 | -0.20 | $-20.00 | 135.00 | 10 | 2657.0 | 13486.000 | -0.34 | 2024-11-25 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.30 | -0.22 | $-0.60 | -0.02 | 0.03 | 1.35 | 1.05 | 36.51 | 35.91 | -0.30 | $-30.00 | 135.00 | 9 | 1761.0 | 12450.000 | -0.60 | 2024-11-24 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.30 | -0.22 | $-0.60 | -0.02 | 0.02 | 1.35 | 1.05 | 36.51 | 35.91 | -0.30 | $-30.00 | 135.00 | 8 | 1761.0 | 12450.000 | -0.60 | 2024-11-23 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.48 | -0.36 | $-0.62 | -0.02 | -0.01 | 1.35 | 0.87 | 36.51 | 35.89 | -0.48 | $-48.00 | 135.00 | 7 | 1616.0 | 12450.000 | -0.62 | 2024-11-22 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.40 | -0.30 | $-1.09 | -0.03 | 0.01 | 1.35 | 0.95 | 36.51 | 35.42 | -0.40 | $-40.00 | 135.00 | 6 | 9394.0 | 4351.000 | -1.09 | 2024-11-21 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.15 | -0.11 | $-0.86 | -0.02 | 0.05 | 1.35 | 1.20 | 36.51 | 35.65 | -0.15 | $-15.00 | 135.00 | 5 | 391.0 | 4112.000 | -0.86 | 2024-11-20 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.40 | -0.30 | $-1.43 | -0.04 | 0.05 | 1.35 | 0.95 | 36.51 | 35.08 | -0.40 | $-40.00 | 135.00 | 4 | 3380.0 | 2767.000 | -1.43 | 2024-11-19 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $-0.20 | -0.15 | $-0.91 | -0.02 | 0.03 | 1.35 | 1.15 | 36.51 | 35.60 | -0.20 | $-20.00 | 135.00 | 3 | 1757.0 | 1193.000 | -0.91 | 2024-11-18 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $0.20 | 0.15 | $0.00 | 0.00 | 0.07 | 1.35 | 1.55 | 36.51 | 36.51 | 0.20 | $20.00 | 135.00 | 2 | 1266.0 | 19.000 | 0.00 | 2024-11-17 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | None | $0.20 | 0.15 | $0.00 | 0.00 | 0.07 | 1.35 | 1.55 | 36.51 | 36.51 | 0.20 | $20.00 | 135.00 | 1 | 1266.0 | 19.000 | 0.00 | 2024-11-16 |
| JNPR241220C00037000 | JNPR | CALL | Long | 37.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 1.35 | 1.35 | 36.51 | 36.51 | 0.00 | $0.00 | 135.00 | 0 | 204.0 | 19.000 | 0.00 | 2024-11-15 |