| 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 | LCID240301C00003500 | 3.50 | 1208.0 | 1067.000 | 1.301 | 0.388 | 0.1 | 0.2 | -0.020 | 0.410 | 0.520 | 0.46 | 3.37 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.45 | 0.98 | $0.07 | 0.02 | -0.55 | 0.46 | 0.01 | 3.37 | 3.30 | 0.45 | $45.00 | 337.00 | 31 | 4733.0 | 19271.000 | 0.07 | 2024-02-29 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.44 | 0.96 | $0.14 | 0.04 | -0.18 | 0.46 | 0.02 | 3.37 | 3.23 | 0.44 | $44.00 | 337.00 | 30 | 12932.0 | 11293.000 | 0.14 | 2024-02-28 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.43 | 0.93 | $0.20 | 0.06 | -0.40 | 0.46 | 0.03 | 3.37 | 3.17 | 0.43 | $43.00 | 337.00 | 29 | 3325.0 | 11005.000 | 0.20 | 2024-02-27 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.42 | 0.91 | $0.22 | 0.07 | -0.33 | 0.46 | 0.04 | 3.37 | 3.15 | 0.42 | $42.00 | 337.00 | 28 | 12700.0 | 7188.000 | 0.22 | 2024-02-26 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.43 | 0.93 | $0.35 | 0.10 | -0.10 | 0.46 | 0.03 | 3.37 | 3.02 | 0.43 | $43.00 | 337.00 | 27 | 3237.0 | 5450.000 | 0.35 | 2024-02-25 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.43 | 0.93 | $0.35 | 0.10 | -0.35 | 0.46 | 0.03 | 3.37 | 3.02 | 0.43 | $43.00 | 337.00 | 25 | 3237.0 | 5450.000 | 0.35 | 2024-02-23 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.40 | 0.87 | $0.29 | 0.09 | -0.33 | 0.46 | 0.06 | 3.37 | 3.08 | 0.40 | $40.00 | 337.00 | 24 | 5464.0 | 2950.000 | 0.29 | 2024-02-22 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $-0.08 | -0.17 | $-0.33 | -0.10 | 0.48 | 0.46 | 0.54 | 3.37 | 3.70 | -0.08 | $-8.00 | 337.00 | 23 | 975.0 | 2951.000 | -0.33 | 2024-02-21 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $-0.00 | -0.00 | $-0.31 | -0.09 | 0.28 | 0.46 | 0.46 | 3.37 | 3.68 | -0.00 | $-0.00 | 337.00 | 22 | 1009.0 | 2238.000 | -0.31 | 2024-02-20 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $-0.05 | -0.11 | $-0.34 | -0.10 | 0.27 | 0.46 | 0.51 | 3.37 | 3.71 | -0.05 | $-5.00 | 337.00 | 21 | 404.0 | 2105.000 | -0.34 | 2024-02-19 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.13 | $-0.15 | -0.04 | -0.22 | 0.46 | 0.40 | 3.37 | 3.52 | 0.06 | $6.00 | 337.00 | 11 | 138.0 | 1668.000 | -0.15 | 2024-02-09 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.05 | 0.11 | $-0.14 | -0.04 | -0.17 | 0.46 | 0.41 | 3.37 | 3.51 | 0.05 | $5.00 | 337.00 | 10 | 145.0 | 1580.000 | -0.14 | 2024-02-08 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.12 | 0.26 | $-0.01 | -0.00 | -0.15 | 0.46 | 0.34 | 3.37 | 3.38 | 0.12 | $12.00 | 337.00 | 9 | 123.0 | 1544.000 | -0.01 | 2024-02-07 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.04 | 0.09 | $-0.13 | -0.04 | -0.16 | 0.46 | 0.42 | 3.37 | 3.50 | 0.04 | $4.00 | 337.00 | 8 | 174.0 | 1467.000 | -0.13 | 2024-02-06 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.18 | 0.39 | $0.15 | 0.04 | -1.18 | 0.46 | 0.28 | 3.37 | 3.22 | 0.18 | $18.00 | 337.00 | 7 | 105.0 | 1467.000 | 0.15 | 2024-02-05 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.10 | 0.22 | $0.06 | 0.02 | -1.24 | 0.46 | 0.36 | 3.37 | 3.31 | 0.10 | $10.00 | 337.00 | 6 | 365.0 | 1426.000 | 0.06 | 2024-02-04 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.10 | 0.22 | $0.06 | 0.02 | -0.16 | 0.46 | 0.36 | 3.37 | 3.31 | 0.10 | $10.00 | 337.00 | 4 | 365.0 | 1333.000 | 0.06 | 2024-02-02 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.09 | 0.20 | $-0.05 | -0.01 | -0.25 | 0.46 | 0.37 | 3.37 | 3.42 | 0.09 | $9.00 | 337.00 | 3 | 325.0 | 1426.000 | -0.05 | 2024-02-01 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $0.03 | 0.07 | $-0.01 | -0.00 | -0.15 | 0.46 | 0.43 | 3.37 | 3.38 | 0.03 | $3.00 | 337.00 | 2 | 1074.0 | 1506.000 | -0.01 | 2024-01-31 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.04; Exit EQ PnL: -0.20 | $-0.02 | -0.04 | $-0.09 | -0.03 | -0.06 | 0.46 | 0.48 | 3.37 | 3.46 | -0.02 | $-2.00 | 337.00 | 1 | 1323.0 | 1700.000 | -0.09 | 2024-01-30 |
| LCID240301C00003500 | LCID | CALL | Short | 3.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.46 | 0.46 | 3.37 | 3.37 | -0.00 | $-0.00 | 337.00 | 0 | 1208.0 | 1067.000 | -0.00 | 2024-01-29 |