| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-01-29 | LCID | LCID240301C00003000 | 3.00 | 1168.0 | 1236.000 | 1.383 | 0.369 | 0.3 | 0.0 | -0.010 | 0.610 | 0.350 | 0.65 | 3.25 | 2024-03-01 | CALL | Short | 0.367 | 0.443 | 0.272 |
| 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 | LCID | 0.727 | 0.112 | 0.349 | 0.217 | 0.192 | 0.021 | 2.76 | -4.751 | 0.0000 | 2.01 | 4.73 | 21 | 1y | 2.32 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.39 | 0.56 | $0.07 | 0.02 | -0.36 | 0.70 | 0.31 | 3.37 | 3.30 | 0.39 | $39.00 | 337.00 | 31 | 831.0 | 2543.000 | 0.07 | 2024-02-29 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.46 | 0.66 | $0.14 | 0.04 | -0.64 | 0.70 | 0.24 | 3.37 | 3.23 | 0.46 | $46.00 | 337.00 | 30 | 1583.0 | 3542.000 | 0.14 | 2024-02-28 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.50 | 0.71 | $0.20 | 0.06 | -0.62 | 0.70 | 0.20 | 3.37 | 3.17 | 0.50 | $50.00 | 337.00 | 29 | 1367.0 | 3275.000 | 0.20 | 2024-02-27 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.49 | 0.70 | $0.22 | 0.07 | -0.45 | 0.70 | 0.21 | 3.37 | 3.15 | 0.49 | $49.00 | 337.00 | 28 | 2464.0 | 3248.000 | 0.22 | 2024-02-26 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.54 | 0.77 | $0.35 | 0.10 | -0.30 | 0.70 | 0.16 | 3.37 | 3.02 | 0.54 | $54.00 | 337.00 | 27 | 2410.0 | 2406.000 | 0.35 | 2024-02-25 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.55 | 0.79 | $0.35 | 0.10 | -0.52 | 0.70 | 0.15 | 3.37 | 3.02 | 0.55 | $55.00 | 337.00 | 25 | 2408.0 | 2406.000 | 0.35 | 2024-02-23 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.49 | 0.70 | $0.29 | 0.09 | -0.45 | 0.70 | 0.21 | 3.37 | 3.08 | 0.49 | $49.00 | 337.00 | 24 | 2892.0 | 1509.000 | 0.29 | 2024-02-22 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $-0.14 | -0.20 | $-0.33 | -0.10 | 0.50 | 0.70 | 0.84 | 3.37 | 3.70 | -0.14 | $-14.00 | 337.00 | 23 | 135.0 | 1491.000 | -0.33 | 2024-02-21 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $-0.04 | -0.06 | $-0.31 | -0.09 | 0.25 | 0.70 | 0.74 | 3.37 | 3.68 | -0.04 | $-4.00 | 337.00 | 22 | 519.0 | 1144.000 | -0.31 | 2024-02-20 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $-0.13 | -0.19 | $-0.34 | -0.10 | 0.25 | 0.70 | 0.83 | 3.37 | 3.71 | -0.13 | $-13.00 | 337.00 | 21 | 402.0 | 1253.000 | -0.34 | 2024-02-19 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.03 | 0.04 | $-0.15 | -0.04 | -0.30 | 0.70 | 0.67 | 3.37 | 3.52 | 0.03 | $3.00 | 337.00 | 11 | 155.0 | 650.000 | -0.15 | 2024-02-09 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.01 | 0.01 | $-0.14 | -0.04 | -0.22 | 0.70 | 0.69 | 3.37 | 3.51 | 0.01 | $1.00 | 337.00 | 10 | 54.0 | 756.000 | -0.14 | 2024-02-08 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.14 | 0.20 | $-0.01 | -0.00 | -0.29 | 0.70 | 0.56 | 3.37 | 3.38 | 0.14 | $14.00 | 337.00 | 9 | 68.0 | 755.000 | -0.01 | 2024-02-07 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.09 | 0.13 | $-0.13 | -0.04 | -0.31 | 0.70 | 0.61 | 3.37 | 3.50 | 0.09 | $9.00 | 337.00 | 8 | 98.0 | 782.000 | -0.13 | 2024-02-06 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.23 | 0.33 | $0.15 | 0.04 | -1.33 | 0.70 | 0.47 | 3.37 | 3.22 | 0.23 | $23.00 | 337.00 | 7 | 41.0 | 782.000 | 0.15 | 2024-02-05 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.12 | 0.17 | $0.06 | 0.02 | -1.33 | 0.70 | 0.58 | 3.37 | 3.31 | 0.12 | $12.00 | 337.00 | 6 | 244.0 | 795.000 | 0.06 | 2024-02-04 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.12 | 0.17 | $0.06 | 0.02 | -0.21 | 0.70 | 0.58 | 3.37 | 3.31 | 0.12 | $12.00 | 337.00 | 4 | 244.0 | 803.000 | 0.06 | 2024-02-02 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.09 | 0.13 | $-0.05 | -0.01 | -0.37 | 0.70 | 0.61 | 3.37 | 3.42 | 0.09 | $9.00 | 337.00 | 3 | 267.0 | 894.000 | -0.05 | 2024-02-01 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $0.07 | 0.10 | $-0.01 | -0.00 | -0.30 | 0.70 | 0.63 | 3.37 | 3.38 | 0.07 | $7.00 | 337.00 | 2 | 111.0 | 910.000 | -0.01 | 2024-01-31 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.20 | $-0.07 | -0.10 | $-0.09 | -0.03 | -0.09 | 0.70 | 0.77 | 3.37 | 3.46 | -0.07 | $-7.00 | 337.00 | 1 | 233.0 | 991.000 | -0.09 | 2024-01-30 |
| LCID240301C00003000 | LCID | CALL | Short | 3.00 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.70 | 0.70 | 3.37 | 3.37 | -0.00 | $-0.00 | 337.00 | 0 | 1227.0 | 1236.000 | -0.00 | 2024-01-29 |