| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-03-25 | LCID | LCID240426C00003500 | 3.50 | 82.0 | 372.000 | 0.895 | 0.307 | 0.0 | 0.3 | -0.010 | 0.210 | 0.450 | 0.24 | 3.25 | 2024-04-26 | CALL | Short | 0.417 | 0.421 | 0.054 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.47 | 0.16 | 1.48 | 0.15 | 0.01 | 2.92 | 2.45 | 0.14 | $14.00 | 292.00 | 31 | 2.0 | 1414.000 | 0.47 | 2024-04-25 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.37 | 0.13 | 0.73 | 0.15 | 0.01 | 2.92 | 2.55 | 0.14 | $14.00 | 292.00 | 30 | 2.0 | 1413.000 | 0.37 | 2024-04-24 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.40 | 0.14 | 0.61 | 0.15 | 0.01 | 2.92 | 2.52 | 0.14 | $14.00 | 292.00 | 29 | 33.0 | 1408.000 | 0.40 | 2024-04-23 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.54 | 0.18 | 0.61 | 0.15 | 0.01 | 2.92 | 2.38 | 0.14 | $14.00 | 292.00 | 28 | 5.0 | 1406.000 | 0.54 | 2024-04-22 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.47 | 0.16 | 0.23 | 0.15 | 0.01 | 2.92 | 2.45 | 0.14 | $14.00 | 292.00 | 25 | 59.0 | 1376.000 | 0.47 | 2024-04-19 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.12 | 0.80 | $0.48 | 0.16 | 0.30 | 0.15 | 0.03 | 2.92 | 2.44 | 0.12 | $12.00 | 292.00 | 24 | 50.0 | 1362.000 | 0.48 | 2024-04-18 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.50 | 0.17 | 0.11 | 0.15 | 0.01 | 2.92 | 2.42 | 0.14 | $14.00 | 292.00 | 23 | 79.0 | 1377.000 | 0.50 | 2024-04-17 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.14 | 0.93 | $0.52 | 0.18 | 0.11 | 0.15 | 0.01 | 2.92 | 2.40 | 0.14 | $14.00 | 292.00 | 22 | 110.0 | 1344.000 | 0.52 | 2024-04-16 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.13 | 0.87 | $0.49 | 0.17 | 0.23 | 0.15 | 0.02 | 2.92 | 2.43 | 0.13 | $13.00 | 292.00 | 21 | 180.0 | 1294.000 | 0.49 | 2024-04-15 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.13 | 0.87 | $0.43 | 0.15 | 0.17 | 0.15 | 0.02 | 2.92 | 2.49 | 0.13 | $13.00 | 292.00 | 18 | 56.0 | 1281.000 | 0.43 | 2024-04-12 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.12 | 0.80 | $0.42 | 0.14 | 0.06 | 0.15 | 0.03 | 2.92 | 2.50 | 0.12 | $12.00 | 292.00 | 17 | 306.0 | 1243.000 | 0.42 | 2024-04-11 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.13 | 0.87 | $0.27 | 0.09 | -0.02 | 0.15 | 0.02 | 2.92 | 2.65 | 0.13 | $13.00 | 292.00 | 16 | 18.0 | 1225.000 | 0.27 | 2024-04-10 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.12 | 0.80 | $0.22 | 0.08 | -0.14 | 0.15 | 0.03 | 2.92 | 2.70 | 0.12 | $12.00 | 292.00 | 15 | 23.0 | 1219.000 | 0.22 | 2024-04-09 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.13 | 0.87 | $0.28 | 0.10 | -0.02 | 0.15 | 0.02 | 2.92 | 2.64 | 0.13 | $13.00 | 292.00 | 14 | 238.0 | 1025.000 | 0.28 | 2024-04-08 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.11 | 0.73 | $0.31 | 0.11 | 0.00 | 0.15 | 0.04 | 2.92 | 2.61 | 0.11 | $11.00 | 292.00 | 11 | 49.0 | 1005.000 | 0.31 | 2024-04-05 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.10 | 0.67 | $0.27 | 0.09 | -0.09 | 0.15 | 0.05 | 2.92 | 2.65 | 0.10 | $10.00 | 292.00 | 10 | 97.0 | 1044.000 | 0.27 | 2024-04-04 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.08 | 0.53 | $0.17 | 0.06 | -0.06 | 0.15 | 0.07 | 2.92 | 2.75 | 0.08 | $8.00 | 292.00 | 9 | 296.0 | 971.000 | 0.17 | 2024-04-03 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.08 | 0.53 | $0.16 | 0.05 | -0.09 | 0.15 | 0.07 | 2.92 | 2.76 | 0.08 | $8.00 | 292.00 | 8 | 93.0 | 987.000 | 0.16 | 2024-04-02 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.40 | $0.06 | 0.02 | -0.77 | 0.15 | 0.09 | 2.92 | 2.86 | 0.06 | $6.00 | 292.00 | 7 | 472.0 | 987.000 | 0.06 | 2024-04-01 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.40 | $0.07 | 0.02 | -0.77 | 0.15 | 0.09 | 2.92 | 2.85 | 0.06 | $6.00 | 292.00 | 6 | 101.0 | 814.000 | 0.07 | 2024-03-31 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.40 | $0.07 | 0.02 | -0.09 | 0.15 | 0.09 | 2.92 | 2.85 | 0.06 | $6.00 | 292.00 | 5 | 101.0 | 787.000 | 0.07 | 2024-03-30 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.40 | $0.07 | 0.02 | -0.11 | 0.15 | 0.09 | 2.92 | 2.85 | 0.06 | $6.00 | 292.00 | 4 | 101.0 | 787.000 | 0.07 | 2024-03-29 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.06 | 0.40 | $0.07 | 0.02 | -0.12 | 0.15 | 0.09 | 2.92 | 2.85 | 0.06 | $6.00 | 292.00 | 3 | 101.0 | 787.000 | 0.07 | 2024-03-28 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $-0.06; Exit EQ PnL: -0.12 | $0.02 | 0.13 | $-0.05 | -0.02 | -0.12 | 0.15 | 0.13 | 2.92 | 2.97 | 0.02 | $2.00 | 292.00 | 2 | 284.0 | 550.000 | -0.05 | 2024-03-27 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $0.05 | 0.33 | $0.16 | 0.05 | -0.02 | 0.15 | 0.10 | 2.92 | 2.76 | 0.05 | $5.00 | 292.00 | 1 | 236.0 | 505.000 | 0.16 | 2024-03-26 |
| LCID240426C00003500 | LCID | CALL | Short | 3.50 | None | $-0.00 | -0.00 | $-0.00 | -0.00 | 0.00 | 0.15 | 0.15 | 2.92 | 2.92 | -0.00 | $-0.00 | 292.00 | 0 | 613.0 | 372.000 | -0.00 | 2024-03-25 |