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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024-02-22 | LCID | LCID240405P00003000 | 3.00 | 31.0 | 1.156 | 0.412 | 0.2 | 0.1 | 0.010 | 0.470 | 0.380 | 0.44 | 3.08 | 2024-04-05 | PUT | Short | 0.432 | 0.469 | -0.168 |
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 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.04 | 0.09 | $-0.43 | -0.14 | 0.62 | 0.44 | 0.40 | 3.08 | 2.65 | 0.04 | $4.00 | 300.00 | 42 | 440.0 | 2497.000 | -0.43 | 2024-04-04 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.18 | 0.41 | $-0.33 | -0.11 | -0.28 | 0.44 | 0.26 | 3.08 | 2.75 | 0.18 | $18.00 | 300.00 | 41 | 291.0 | 2550.000 | -0.33 | 2024-04-03 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.18 | 0.41 | $-0.32 | -0.10 | -0.23 | 0.44 | 0.26 | 3.08 | 2.76 | 0.18 | $18.00 | 300.00 | 40 | 898.0 | 3014.000 | -0.32 | 2024-04-02 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.24 | 0.55 | $-0.22 | -0.07 | -0.11 | 0.44 | 0.20 | 3.08 | 2.86 | 0.24 | $24.00 | 300.00 | 39 | 384.0 | 2995.000 | -0.22 | 2024-04-01 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.22 | 0.50 | $-0.23 | -0.07 | -0.11 | 0.44 | 0.22 | 3.08 | 2.85 | 0.22 | $22.00 | 300.00 | 38 | 1337.0 | 2297.000 | -0.23 | 2024-03-31 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.22 | 0.50 | $-0.23 | -0.07 | -0.27 | 0.44 | 0.22 | 3.08 | 2.85 | 0.22 | $22.00 | 300.00 | 37 | 1337.0 | 2297.000 | -0.23 | 2024-03-30 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.22 | 0.50 | $-0.23 | -0.07 | -0.33 | 0.44 | 0.22 | 3.08 | 2.85 | 0.22 | $22.00 | 300.00 | 36 | 1337.0 | 2297.000 | -0.23 | 2024-03-29 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.22 | 0.50 | $-0.23 | -0.07 | -0.41 | 0.44 | 0.22 | 3.08 | 2.85 | 0.22 | $22.00 | 300.00 | 35 | 1337.0 | 2297.000 | -0.23 | 2024-03-28 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.27 | 0.61 | $-0.11 | -0.04 | -0.42 | 0.44 | 0.17 | 3.08 | 2.97 | 0.27 | $27.00 | 300.00 | 34 | 730.0 | 1949.000 | -0.11 | 2024-03-27 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.13 | 0.30 | $-0.32 | -0.10 | -0.22 | 0.44 | 0.31 | 3.08 | 2.76 | 0.13 | $13.00 | 300.00 | 33 | 453.0 | 2033.000 | -0.32 | 2024-03-26 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.15 | 0.34 | $-0.16 | -0.05 | -0.12 | 0.44 | 0.29 | 3.08 | 2.92 | 0.15 | $15.00 | 300.00 | 32 | 1691.0 | 1516.000 | -0.16 | 2024-03-25 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.07 | 0.16 | $-0.31 | -0.10 | -0.35 | 0.44 | 0.37 | 3.08 | 2.77 | 0.07 | $7.00 | 300.00 | 29 | 709.0 | 1010.000 | -0.31 | 2024-03-22 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.17 | 0.39 | $-0.22 | -0.07 | -0.35 | 0.44 | 0.27 | 3.08 | 2.86 | 0.17 | $17.00 | 300.00 | 28 | 33.0 | 1005.000 | -0.22 | 2024-03-21 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.11 | 0.25 | $-0.29 | -0.09 | -0.30 | 0.44 | 0.33 | 3.08 | 2.79 | 0.11 | $11.00 | 300.00 | 27 | 508.0 | 707.000 | -0.29 | 2024-03-20 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $-0.01 | -0.02 | $-0.38 | -0.12 | -0.22 | 0.44 | 0.45 | 3.08 | 2.70 | -0.01 | $-1.00 | 300.00 | 26 | 14.0 | 706.000 | -0.38 | 2024-03-19 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.05 | 0.11 | $-0.33 | -0.11 | -0.26 | 0.44 | 0.39 | 3.08 | 2.75 | 0.05 | $5.00 | 300.00 | 25 | 106.0 | 659.000 | -0.33 | 2024-03-18 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $-0.01 | -0.02 | $-0.38 | -0.12 | -0.19 | 0.44 | 0.45 | 3.08 | 2.70 | -0.01 | $-1.00 | 300.00 | 22 | 20.0 | 649.000 | -0.38 | 2024-03-15 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $-0.07 | -0.16 | $-0.45 | -0.15 | -0.15 | 0.44 | 0.51 | 3.08 | 2.63 | -0.07 | $-7.00 | 300.00 | 21 | 78.0 | 624.000 | -0.45 | 2024-03-14 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.08 | 0.18 | $-0.28 | -0.09 | 0.59 | 0.44 | 0.36 | 3.08 | 2.80 | 0.08 | $8.00 | 300.00 | 20 | 25.0 | 621.000 | -0.28 | 2024-03-13 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.14 | 0.32 | $-0.16 | -0.05 | -0.29 | 0.44 | 0.30 | 3.08 | 2.92 | 0.14 | $14.00 | 300.00 | 19 | 65.0 | 612.000 | -0.16 | 2024-03-12 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.14 | 0.32 | $-0.09 | -0.03 | -0.26 | 0.44 | 0.30 | 3.08 | 2.99 | 0.14 | $14.00 | 300.00 | 18 | 27.0 | 591.000 | -0.09 | 2024-03-11 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.18 | 0.41 | $0.02 | 0.01 | -0.24 | 0.44 | 0.26 | 3.08 | 3.10 | 0.18 | $18.00 | 300.00 | 15 | 38.0 | 581.000 | 0.02 | 2024-03-08 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.18 | 0.41 | $0.04 | 0.01 | -0.22 | 0.44 | 0.26 | 3.08 | 3.12 | 0.18 | $18.00 | 300.00 | 14 | 247.0 | 397.000 | 0.04 | 2024-03-07 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.17 | 0.39 | $0.11 | 0.04 | -0.10 | 0.44 | 0.27 | 3.08 | 3.19 | 0.17 | $17.00 | 300.00 | 13 | 13.0 | 395.000 | 0.11 | 2024-03-06 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.15 | 0.34 | $0.07 | 0.02 | -0.09 | 0.44 | 0.29 | 3.08 | 3.15 | 0.15 | $15.00 | 300.00 | 12 | 26.0 | 350.000 | 0.07 | 2024-03-05 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.16 | 0.36 | $0.13 | 0.04 | -1.09 | 0.44 | 0.28 | 3.08 | 3.21 | 0.16 | $16.00 | 300.00 | 11 | 75.0 | 0.000 | 0.13 | 2024-03-04 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.21 | 0.48 | $0.25 | 0.08 | -0.13 | 0.44 | 0.23 | 3.08 | 3.33 | 0.21 | $21.00 | 300.00 | 10 | 452.0 | 259.000 | 0.25 | 2024-03-03 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.21 | 0.48 | $0.25 | 0.08 | -0.13 | 0.44 | 0.23 | 3.08 | 3.33 | 0.21 | $21.00 | 300.00 | 9 | 452.0 | 259.000 | 0.25 | 2024-03-02 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.19 | 0.43 | $0.32 | 0.10 | -0.20 | 0.44 | 0.25 | 3.08 | 3.40 | 0.19 | $19.00 | 300.00 | 8 | 53.0 | 259.000 | 0.32 | 2024-03-01 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.14 | 0.32 | $0.22 | 0.07 | -0.13 | 0.44 | 0.30 | 3.08 | 3.30 | 0.14 | $14.00 | 300.00 | 7 | 93.0 | 210.000 | 0.22 | 2024-02-29 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.10 | 0.23 | $0.15 | 0.05 | -0.06 | 0.44 | 0.34 | 3.08 | 3.23 | 0.10 | $10.00 | 300.00 | 6 | 27.0 | 190.000 | 0.15 | 2024-02-28 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.10 | 0.23 | $0.09 | 0.03 | -0.08 | 0.44 | 0.34 | 3.08 | 3.17 | 0.10 | $10.00 | 300.00 | 5 | 129.0 | 161.000 | 0.09 | 2024-02-27 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $0.08 | 0.18 | $0.07 | 0.02 | -0.10 | 0.44 | 0.36 | 3.08 | 3.15 | 0.08 | $8.00 | 300.00 | 4 | 42.0 | 133.000 | 0.07 | 2024-02-26 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $-0.01 | -0.02 | $-0.06 | -0.02 | -0.03 | 0.44 | 0.45 | 3.08 | 3.02 | -0.01 | $-1.00 | 300.00 | 3 | 121.0 | 15.000 | -0.06 | 2024-02-25 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.23; Exit EQ PnL: -0.17 | $-0.01 | -0.02 | $-0.06 | -0.02 | -0.07 | 0.44 | 0.45 | 3.08 | 3.02 | -0.01 | $-1.00 | 300.00 | 1 | 121.0 | 15.000 | -0.06 | 2024-02-23 |
LCID240405P00003000 | LCID | PUT | Short | 3.00 | None | $-0.00 | -0.00 | $0.00 | 0.00 | 0.00 | 0.44 | 0.44 | 3.08 | 3.08 | -0.00 | $-0.00 | 300.00 | 0 | 31.0 | 0.00 | 2024-02-22 |