| 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 | LABU | LABU250117C00090000 | 90.00 | 45.0 | 30.000 | 0.925 | 0.346 | 3.9 | 3.2 | 0.010 | 9.840 | 9.160 | 9.88 | 90.31 | 2025-01-17 | CALL | Long | 0.349 | 0.385 | -0.152 |
| 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 | LABU | 0.636 | 0.147 | 0.306 | 0.225 | 0.184 | -0.078 | 105.95 | 0.000 | 0.0000 | 83.72 | 174.12 | 21 | 1y | 127.49 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LABU250117C00090000 | LABU | CALL | Long | 90.00 | None | $2.62 | 0.27 | $3.93 | 0.04 | -0.04 | 9.88 | 12.50 | 90.31 | 94.24 | 2.62 | $262.00 | 988.00 | 2 | 12.0 | 79.000 | 3.93 | 2024-12-20 |
| LABU250117C00090000 | LABU | CALL | Long | 90.00 | None | $-0.14 | -0.01 | $-0.44 | -0.00 | 0.07 | 9.88 | 9.74 | 90.31 | 89.87 | -0.14 | $-14.00 | 988.00 | 1 | 26.0 | 56.000 | -0.44 | 2024-12-19 |
| LABU250117C00090000 | LABU | CALL | Long | 90.00 | OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL | $0.00 | 0.00 | $0.00 | 0.00 | 0.00 | 9.88 | 9.88 | 90.31 | 90.31 | 0.00 | $0.00 | 988.00 | 0 | 45.0 | 30.000 | 0.00 | 2024-12-18 |