| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-12-18 | LABD | LABD250117C00007000 | 7.00 | 68.0 | 277.000 | 0.621 | 0.324 | 0.5 | 0.1 | 0.000 | 0.760 | 0.320 | 0.70 | 7.39 | 2025-01-17 | CALL | Short | 0.330 | 0.356 | 0.147 |
| 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 | LABD | 0.727 | 0.144 | 0.308 | 0.225 | 0.182 | -0.061 | 6.45 | 0.000 | 0.0000 | 4.98 | 12.37 | 21 | 1y | 5.79 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LABD250117C00007000 | LABD | CALL | Short | 7.00 | None | $0.02 | 0.03 | $0.30 | 0.04 | 0.03 | 0.70 | 0.68 | 7.40 | 7.10 | 0.02 | $2.00 | 740.00 | 2 | 10.0 | 282.000 | 0.30 | 2024-12-20 |
| LABD250117C00007000 | LABD | CALL | Short | 7.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.28; Exit EQ PnL: -0.31 | $-0.35 | -0.50 | $-0.04 | -0.01 | -0.02 | 0.70 | 1.05 | 7.40 | 7.44 | -0.35 | $-35.00 | 740.00 | 1 | 12.0 | 282.000 | -0.04 | 2024-12-19 |
| LABD250117C00007000 | LABD | CALL | Short | 7.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.70 | 0.70 | 7.40 | 7.40 | -0.00 | $-0.00 | 740.00 | 0 | 68.0 | 277.000 | -0.00 | 2024-12-18 |